+25.8%
XEL vs EOSE
-60.2%
+86.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -1.0% |
| 7D | -1.2% | +14.0% | -15.2% | -1.3% |
| 30D | -2.9% | -5.9% | +3.0% | -2.9% |
| 3M | -2.7% | -34.3% | +31.6% | -2.6% |
| 6M | -6.5% | -37.8% | +31.2% | -6.5% |
| YTD | +3.6% | -65.2% | +68.8% | +3.9% |
| 1Y | +7.5% | -41.9% | +49.4% | +7.4% |
| 3Y | +46.3% | +44.6% | +1.8% | +44.7% |
| 5Y | +30.5% | -69.2% | +99.7% | +22.5% |
| All | +25.8% | -60.2% | +86.0% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling