-60.8%
EOSE vs XHB
+95.4%
-156.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -2.7% |
| 7D | +1.8% | -4.6% | +6.4% | +6.8% |
| 30D | -6.8% | -9.1% | +2.3% | +3.3% |
| 3M | -36.3% | -8.6% | -27.7% | -30.4% |
| 6M | -38.8% | -4.0% | -34.7% | -36.4% |
| YTD | -65.5% | -3.9% | -61.6% | -64.9% |
| 1Y | -45.3% | -16.5% | -28.8% | -35.4% |
| 3Y | +44.2% | +22.6% | +21.6% | +1.5% |
| 5Y | -69.5% | +33.9% | -103.4% | -81.9% |
| All | -60.8% | +95.4% | -156.1% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling