-58.8%
EOSE vs XYL
+30.2%
-89.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.5% |
| 7D | +15.0% | +0.8% | +14.1% | +14.0% |
| 30D | +2.5% | -10.8% | +13.3% | +14.6% |
| 3M | -33.7% | -2.5% | -31.2% | -33.7% |
| 6M | -32.7% | -12.2% | -20.6% | -25.5% |
| YTD | -63.8% | -20.1% | -43.7% | -56.9% |
| 1Y | -40.5% | -20.6% | -19.9% | -27.7% |
| 3Y | +50.4% | +17.3% | +33.0% | +15.4% |
| 5Y | -68.6% | -14.5% | -54.1% | -74.0% |
| All | -58.8% | +30.2% | -89.0% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling