+178.7%
XHB vs FDS
+865.7%
-687.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.8% |
| 7D | -1.3% | -1.9% | +0.6% | -0.4% |
| 30D | -6.9% | +9.0% | -15.9% | -11.4% |
| 3M | -1.3% | +18.9% | -20.1% | -12.2% |
| 6M | -6.8% | +35.1% | -41.9% | -24.9% |
| YTD | +0.7% | +5.5% | -4.8% | -8.3% |
| 1Y | -11.2% | -16.8% | +5.6% | -8.4% |
| 3Y | +25.3% | -28.1% | +53.4% | +38.1% |
| 5Y | +37.3% | -17.4% | +54.7% | +36.9% |
| 10Y | +211.5% | +85.4% | +126.1% | +77.7% |
| All | +178.7% | +865.7% | -687.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling