+158.6%
XLF vs EOSE
-60.2%
+218.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | -0.2% |
| 7D | -2.9% | +14.0% | -16.9% | -3.4% |
| 30D | -1.6% | -5.9% | +4.3% | -1.6% |
| 3M | +9.3% | -34.3% | +43.5% | +10.3% |
| 6M | +14.6% | -37.8% | +52.3% | +15.2% |
| YTD | +4.7% | -65.2% | +69.9% | +6.6% |
| 1Y | +8.6% | -41.9% | +50.6% | +7.9% |
| 3Y | +73.9% | +44.6% | +29.3% | +60.5% |
| 5Y | +65.0% | -69.2% | +134.2% | +47.4% |
| All | +158.6% | -60.2% | +218.9% | +150.4% |
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