-69.6%
EOSE vs XYL
-16.2%
-53.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.4% |
| 7D | +1.8% | +1.2% | +0.6% | +0.8% |
| 30D | -6.8% | -11.9% | +5.1% | +6.5% |
| 3M | -36.3% | -1.5% | -34.7% | -37.1% |
| 6M | -38.8% | -11.9% | -26.9% | -31.9% |
| YTD | -65.5% | -20.6% | -45.0% | -58.2% |
| 1Y | -45.3% | -23.5% | -21.8% | -29.7% |
| 3Y | +44.2% | +14.9% | +29.3% | +6.7% |
| All | -69.6% | -16.2% | -53.4% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling