+101.4%
XLC vs EOSE
-60.6%
+162.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +0.5% | +1.8% | -1.3% | +0.4% |
| 30D | +2.1% | -6.8% | +9.0% | +2.2% |
| 3M | +0.7% | -36.3% | +37.0% | +2.1% |
| 6M | -3.2% | -38.8% | +35.6% | -2.5% |
| YTD | -3.8% | -65.5% | +61.7% | -1.5% |
| 1Y | -2.0% | -45.3% | +43.3% | -2.8% |
| 3Y | +71.4% | +44.2% | +27.2% | +53.9% |
| 5Y | +40.7% | -69.5% | +110.2% | +21.1% |
| All | +101.4% | -60.6% | +162.0% | +85.1% |
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