+68.4%
XLP vs EOSE
-81.3%
+149.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.8% |
| 7D | +0.1% | +6.8% | -6.8% | 0.0% |
| 30D | +8.9% | -25.4% | +34.3% | +9.1% |
| 3M | +7.5% | -54.7% | +62.2% | +8.0% |
| 6M | +9.4% | -76.5% | +86.0% | +10.5% |
| YTD | +19.3% | -83.6% | +102.9% | +20.4% |
| 1Y | +21.7% | -89.7% | +111.4% | +23.6% |
| 3Y | +44.0% | +38.7% | +5.2% | +38.4% |
| 5Y | +42.8% | -82.9% | +125.7% | +33.7% |
| All | +68.4% | -81.3% | +149.7% | +64.9% |
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