+160.4%
XLF vs EOSE
-60.6%
+221.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.5% | +1.8% | -3.3% | -1.5% |
| 30D | -1.2% | -6.8% | +5.7% | -1.1% |
| 3M | +9.2% | -36.3% | +45.5% | +10.3% |
| 6M | +16.3% | -38.8% | +55.1% | +17.0% |
| YTD | +5.4% | -65.5% | +71.0% | +7.4% |
| 1Y | +7.6% | -45.3% | +52.9% | +7.1% |
| 3Y | +74.2% | +44.2% | +30.0% | +60.8% |
| 5Y | +66.1% | -69.5% | +135.6% | +48.4% |
| All | +160.4% | -60.6% | +221.0% | +152.2% |
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