+54.7%
XLP vs EOSE
-57.1%
+111.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -0.7% |
| 7D | -1.4% | +41.4% | -42.9% | -1.7% |
| 30D | -1.3% | +3.6% | -4.9% | -1.4% |
| 3M | +1.8% | -35.7% | +37.6% | +2.1% |
| 6M | -0.8% | -29.9% | +29.0% | -0.9% |
| YTD | +9.5% | -62.5% | +72.0% | +10.0% |
| 1Y | +7.2% | -37.4% | +44.6% | +6.6% |
| 3Y | +27.1% | +55.8% | -28.7% | +22.7% |
| 5Y | +32.0% | -67.8% | +99.9% | +22.9% |
| All | +54.7% | -57.1% | +111.8% | +50.6% |
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