+20.7%
XYZ vs EOSE
-85.5%
+106.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +12.6% | +2.7% | +14.2% |
| 7D | +16.5% | +9.7% | +6.8% | +15.6% |
| 30D | +15.0% | -34.6% | +49.5% | +17.7% |
| 3M | +3.5% | -50.8% | +54.3% | +7.3% |
| 6M | +21.9% | -66.5% | +88.3% | +28.2% |
| YTD | +34.6% | -81.3% | +116.0% | +42.3% |
| 1Y | +20.7% | -84.8% | +105.6% | +27.8% |
| All | +20.7% | -85.5% | +106.2% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling