-2.6%
XRT vs EOSE
-70.2%
+67.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.5% |
| 7D | -3.6% | +14.0% | -17.6% | -4.6% |
| 30D | -6.7% | -5.9% | -0.8% | -6.6% |
| 3M | -1.4% | -34.3% | +32.9% | +0.6% |
| 6M | +1.7% | -37.8% | +39.5% | +2.9% |
| YTD | -1.5% | -65.2% | +63.7% | +2.5% |
| 1Y | -2.5% | -41.9% | +39.4% | -4.3% |
| 3Y | +39.9% | +44.6% | -4.7% | +14.8% |
| 5Y | -2.6% | -69.2% | +66.6% | -16.9% |
| All | -2.6% | -70.2% | +67.6% | -16.9% |
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 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