-58.8%
EOSE vs XME
+406.0%
-464.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.8% |
| 7D | +15.0% | -0.2% | +15.2% | +15.4% |
| 30D | +2.5% | +1.4% | +1.1% | +2.2% |
| 3M | -33.7% | +2.7% | -36.4% | -34.5% |
| 6M | -32.7% | +6.5% | -39.2% | -34.2% |
| YTD | -63.8% | +15.2% | -79.0% | -66.7% |
| 1Y | -40.5% | +43.5% | -84.0% | -54.6% |
| 3Y | +50.4% | +135.9% | -85.5% | -28.7% |
| 5Y | -68.6% | +181.5% | -250.0% | -85.7% |
| All | -58.8% | +406.0% | -464.8% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling