+28.4%
XLY vs EOSE
-70.0%
+98.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -1.7% | +1.8% | -3.5% | -1.9% |
| 30D | -4.2% | -6.8% | +2.7% | -4.0% |
| 3M | -2.7% | -36.3% | +33.6% | -0.7% |
| 6M | -0.6% | -38.8% | +38.1% | +0.6% |
| YTD | -5.0% | -65.5% | +60.5% | -1.6% |
| 1Y | -4.1% | -45.3% | +41.2% | -4.9% |
| 3Y | +33.6% | +44.2% | -10.6% | +15.2% |
| All | +28.4% | -70.0% | +98.4% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling