-84.8%
EOSE vs XYL
-30.7%
-54.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.0% | +7.7% | +12.1% |
| 7D | +9.7% | +14.5% | -4.8% | +8.5% |
| 30D | -34.6% | -1.3% | -33.2% | -35.6% |
| 3M | -50.8% | -17.0% | -33.8% | -47.7% |
| 6M | -66.5% | -11.3% | -55.1% | -66.3% |
| YTD | -81.3% | -25.0% | -56.4% | -81.2% |
| 1Y | -84.8% | -31.5% | -53.3% | -77.4% |
| All | -84.8% | -30.7% | -54.1% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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