+148.7%
XLK vs EOSE
-70.0%
+218.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +0.2% | +1.8% | -1.6% | 0.0% |
| 30D | -0.6% | -6.8% | +6.2% | -0.4% |
| 3M | +2.6% | -36.3% | +38.8% | +5.0% |
| 6M | +34.0% | -38.8% | +72.7% | +36.3% |
| YTD | +30.7% | -65.5% | +96.2% | +36.3% |
| 1Y | +39.2% | -45.3% | +84.5% | +39.5% |
| 3Y | +120.4% | +44.2% | +76.3% | +95.6% |
| All | +148.7% | -70.0% | +218.7% | +119.2% |
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 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