+44.2%
EOSE vs XME
+122.1%
-77.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | +0.2% |
| 7D | +1.8% | -4.2% | +6.0% | +7.5% |
| 30D | -6.8% | -2.7% | -4.1% | -2.3% |
| 3M | -36.3% | -3.9% | -32.4% | -32.0% |
| 6M | -38.8% | -1.0% | -37.8% | -35.4% |
| YTD | -65.5% | +9.8% | -75.3% | -67.1% |
| 1Y | -45.3% | +32.5% | -77.8% | -56.0% |
| 3Y | +44.2% | +124.3% | -80.2% | -45.3% |
| All | +44.2% | +122.1% | -77.9% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling