+75.3%
XLV vs EOSE
-60.6%
+135.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -3.6% | +1.8% | -5.4% | -3.6% |
| 30D | -1.8% | -6.8% | +5.0% | -1.8% |
| 3M | +7.8% | -36.3% | +44.1% | +8.4% |
| 6M | +9.1% | -38.8% | +47.9% | +9.4% |
| YTD | +7.7% | -65.5% | +73.3% | +8.8% |
| 1Y | +20.4% | -45.3% | +65.7% | +19.8% |
| 3Y | +30.8% | +44.2% | -13.4% | +24.0% |
| 5Y | +34.6% | -69.5% | +104.1% | +24.0% |
| All | +75.3% | -60.6% | +135.9% | +71.4% |
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