+140.2%
XLI vs EOSE
-58.6%
+198.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.4% |
| 7D | -0.6% | +15.0% | -15.5% | -1.2% |
| 30D | -6.9% | +2.5% | -9.4% | -7.2% |
| 3M | -1.9% | -33.7% | +31.8% | -0.8% |
| 6M | +1.0% | -32.7% | +33.8% | +1.4% |
| YTD | +11.3% | -63.8% | +75.1% | +13.7% |
| 1Y | +15.8% | -40.5% | +56.4% | +15.0% |
| 3Y | +69.8% | +50.4% | +19.5% | +54.9% |
| 5Y | +80.9% | -68.6% | +149.4% | +58.4% |
| All | +140.2% | -58.6% | +198.9% | +120.2% |
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 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