-47.0%
XYZ vs EOSE
-82.0%
+34.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -2.8% |
| 7D | -2.1% | -3.7% | +1.6% | -1.8% |
| 30D | +7.0% | -22.0% | +29.0% | +9.7% |
| 3M | +5.1% | -57.3% | +62.4% | +15.6% |
| 6M | +14.1% | -77.7% | +91.7% | +34.5% |
| YTD | +26.4% | -84.2% | +110.6% | +49.3% |
| 1Y | +25.1% | -89.5% | +114.6% | +55.5% |
| 3Y | +59.7% | +41.4% | +18.3% | +13.1% |
| 5Y | -63.8% | -83.0% | +19.2% | -72.1% |
| All | -47.0% | -82.0% | +34.9% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling