-13.9%
XHB vs TAP
-19.6%
+5.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -1.9% | -5.1% | +3.2% | -0.4% |
| 30D | -8.3% | -8.4% | +0.1% | -6.1% |
| 3M | -7.1% | -3.9% | -3.2% | -6.4% |
| 6M | -5.3% | -14.4% | +9.1% | -1.2% |
| YTD | -3.2% | -14.7% | +11.5% | +0.6% |
| 1Y | -13.9% | -18.7% | +4.8% | -9.6% |
| All | -13.9% | -19.6% | +5.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling