+79.8%
XLB vs EOSE
-61.3%
+141.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.2% | -0.8% |
| 7D | -1.4% | +19.0% | -20.4% | -2.2% |
| 30D | -0.4% | +1.6% | -2.0% | -0.6% |
| 3M | +2.0% | -52.0% | +53.9% | +4.5% |
| 6M | +1.8% | -42.5% | +44.3% | +2.9% |
| YTD | +16.6% | -66.1% | +82.7% | +19.4% |
| 1Y | +16.9% | -47.1% | +64.1% | +16.6% |
| 3Y | +32.6% | +0.8% | +31.8% | +22.4% |
| 5Y | +35.6% | -71.7% | +107.3% | +18.2% |
| All | +79.8% | -61.3% | +141.1% | +67.8% |
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