-47.1%
EOSE vs XME
+46.4%
-93.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.2% | +10.7% | +10.5% |
| 7D | +19.0% | -0.1% | +19.1% | +20.0% |
| 30D | +1.6% | +6.0% | -4.4% | -5.9% |
| 3M | -52.0% | -7.7% | -44.2% | -45.2% |
| 6M | -42.5% | +1.0% | -43.5% | -41.5% |
| YTD | -66.1% | +14.6% | -80.8% | -71.6% |
| 1Y | -47.1% | +46.0% | -93.1% | -57.2% |
| All | -47.1% | +46.4% | -93.5% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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