+35.0%
XLB vs EOSE
-69.1%
+104.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.9% |
| 7D | -2.9% | +15.0% | -17.9% | -3.6% |
| 30D | -3.4% | +2.5% | -5.8% | -3.7% |
| 3M | +1.6% | -33.7% | +35.3% | +2.8% |
| 6M | +3.6% | -32.7% | +36.4% | +4.1% |
| YTD | +14.2% | -63.8% | +78.0% | +16.9% |
| 1Y | +15.6% | -40.5% | +56.1% | +14.5% |
| 3Y | +33.1% | +50.4% | -17.3% | +19.3% |
| 5Y | +35.0% | -68.6% | +103.6% | +22.2% |
| All | +35.0% | -69.1% | +104.1% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling