+39.3%
XLC vs EOSE
-70.2%
+109.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.8% |
| 7D | -1.7% | +14.0% | -15.7% | -2.3% |
| 30D | +0.2% | -5.9% | +6.1% | +0.3% |
| 3M | +0.7% | -34.3% | +35.0% | +2.0% |
| 6M | -4.5% | -37.8% | +33.3% | -3.8% |
| YTD | -4.7% | -65.2% | +60.4% | -2.4% |
| 1Y | -1.5% | -41.9% | +40.4% | -2.7% |
| 3Y | +72.2% | +44.6% | +27.7% | +53.5% |
| 5Y | +39.3% | -69.2% | +108.5% | +19.8% |
| All | +39.3% | -70.2% | +109.5% | +19.8% |
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 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