+444.4%
XLE vs EOSE
-60.6%
+505.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +1.7% | +1.8% | -0.1% | +1.6% |
| 30D | +6.7% | -6.8% | +13.6% | +6.8% |
| 3M | +14.9% | -36.3% | +51.2% | +15.9% |
| 6M | +15.9% | -38.8% | +54.7% | +16.4% |
| YTD | +47.7% | -65.5% | +113.2% | +50.2% |
| 1Y | +50.7% | -45.3% | +96.0% | +49.6% |
| 3Y | +57.9% | +44.2% | +13.7% | +44.0% |
| 5Y | +227.0% | -69.5% | +296.5% | +193.8% |
| All | +444.4% | -60.6% | +505.0% | +436.4% |
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 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