+100.4%
XLC vs EOSE
-61.3%
+161.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.9% | -12.0% | -1.7% |
| 7D | -0.8% | +19.0% | -19.9% | -1.7% |
| 30D | +1.0% | +1.6% | -0.5% | +0.8% |
| 3M | -0.7% | -52.0% | +51.3% | +1.9% |
| 6M | -5.1% | -42.5% | +37.4% | -4.2% |
| YTD | -4.3% | -66.1% | +61.9% | -1.9% |
| 1Y | -0.6% | -47.1% | +46.6% | -1.2% |
| 3Y | +72.7% | +0.8% | +71.9% | +58.0% |
| 5Y | +38.0% | -71.7% | +109.7% | +19.0% |
| All | +100.4% | -61.3% | +161.7% | +84.4% |
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