+99.4%
XLC vs EOSE
-57.1%
+156.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -0.9% |
| 7D | +0.6% | +41.4% | -40.9% | -1.0% |
| 30D | +0.2% | +3.6% | -3.4% | -0.1% |
| 3M | +0.6% | -35.7% | +36.4% | +2.0% |
| 6M | -4.5% | -29.9% | +25.3% | -4.4% |
| YTD | -4.7% | -62.5% | +57.8% | -2.8% |
| 1Y | -1.7% | -37.4% | +35.8% | -3.0% |
| 3Y | +72.3% | +55.8% | +16.5% | +54.3% |
| 5Y | +37.8% | -67.8% | +105.6% | +18.2% |
| All | +99.4% | -57.1% | +156.6% | +82.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling