+166.9%
XLE vs EOSE
-82.3%
+249.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.8% |
| 7D | +5.4% | +9.8% | -4.3% | +5.1% |
| 30D | -3.9% | -2.1% | -1.9% | -4.1% |
| 3M | +7.0% | -54.1% | +61.1% | +8.7% |
| 6M | +14.2% | -76.9% | +91.1% | +17.9% |
| YTD | +48.2% | -83.3% | +131.5% | +53.0% |
| 1Y | +47.7% | -87.4% | +135.1% | +53.8% |
| 3Y | +70.0% | +61.9% | +8.1% | +51.5% |
| All | +166.9% | -82.3% | +249.2% | +142.1% |
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 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