+55.7%
XLP vs EOSE
-61.3%
+117.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.9% | -11.7% | -0.9% |
| 7D | -1.0% | +19.0% | -20.0% | -1.2% |
| 30D | -0.9% | +1.6% | -2.4% | -0.9% |
| 3M | +3.8% | -52.0% | +55.8% | +4.4% |
| 6M | -1.7% | -42.5% | +40.8% | -1.6% |
| YTD | +10.3% | -66.1% | +76.4% | +10.8% |
| 1Y | +7.8% | -47.1% | +54.9% | +7.4% |
| 3Y | +27.2% | +0.8% | +26.4% | +23.4% |
| 5Y | +32.5% | -71.7% | +104.2% | +23.4% |
| All | +55.7% | -61.3% | +117.0% | +51.7% |
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