+58.3%
XLU vs EOSE
-60.6%
+118.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | -3.3% | -6.8% | +3.5% | -3.3% |
| 3M | -3.2% | -36.3% | +33.1% | -2.6% |
| 6M | -7.0% | -38.8% | +31.8% | -6.7% |
| YTD | +0.6% | -65.5% | +66.2% | +1.7% |
| 1Y | +2.4% | -45.3% | +47.7% | +2.2% |
| 3Y | +46.3% | +44.2% | +2.1% | +39.7% |
| 5Y | +44.0% | -69.5% | +113.5% | +30.4% |
| All | +58.3% | -60.6% | +118.9% | +48.8% |
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