+175.0%
XHB vs FDS
+960.9%
-785.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -2.4% | -2.6% | +0.1% | -1.1% |
| 30D | +7.1% | +14.1% | -7.0% | -0.3% |
| 3M | -6.0% | +19.8% | -25.7% | -15.6% |
| 6M | +2.1% | +55.0% | -52.9% | -23.2% |
| YTD | -0.6% | +15.9% | -16.5% | -14.6% |
| 1Y | -3.3% | +24.2% | -27.5% | -20.8% |
| 3Y | +34.1% | -24.0% | +58.1% | +42.8% |
| 5Y | +28.6% | -23.3% | +51.9% | +34.5% |
| 10Y | +235.0% | +128.0% | +107.0% | +68.1% |
| All | +175.0% | +960.9% | -785.9% | -49.1% |
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