+74.7%
XLB vs EOSE
-60.6%
+135.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.8% | +1.8% | -4.6% | -2.9% |
| 30D | -3.1% | -6.8% | +3.7% | -3.0% |
| 3M | -0.2% | -36.3% | +36.1% | +1.1% |
| 6M | +3.1% | -38.8% | +41.8% | +3.9% |
| YTD | +13.3% | -65.5% | +78.8% | +15.9% |
| 1Y | +12.0% | -45.3% | +57.3% | +11.5% |
| 3Y | +31.4% | +44.2% | -12.8% | +19.5% |
| 5Y | +33.9% | -69.5% | +103.4% | +16.6% |
| All | +74.7% | -60.6% | +135.3% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling