+99.4%
XBI vs EOSE
+42.6%
+56.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -4.6% | +1.8% | -6.4% | -4.8% |
| 30D | -2.0% | -6.8% | +4.8% | -1.8% |
| 3M | +17.8% | -36.3% | +54.1% | +20.2% |
| 6M | +23.7% | -38.8% | +62.5% | +25.2% |
| YTD | +28.2% | -65.5% | +93.8% | +32.8% |
| 1Y | +64.0% | -45.3% | +109.3% | +63.3% |
| 3Y | +99.4% | +44.2% | +55.2% | +65.1% |
| All | +99.4% | +42.6% | +56.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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