+43.5%
XHB vs FGI
-66.3%
+109.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -1.8% |
| 7D | -2.4% | +13.5% | -15.9% | -2.6% |
| 30D | +7.1% | +17.1% | -10.0% | +6.8% |
| 3M | -6.0% | +78.0% | -84.0% | -7.6% |
| 6M | +2.1% | +46.4% | -44.4% | +0.4% |
| YTD | -0.6% | +47.7% | -48.3% | -2.9% |
| 1Y | -3.3% | +56.8% | -60.1% | -5.7% |
| 3Y | +34.1% | +12.3% | +21.8% | +30.6% |
| All | +43.5% | -66.3% | +109.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling