-45.5%
XYZ vs EOSE
-81.0%
+35.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +2.1% |
| 7D | -1.1% | +9.8% | -10.8% | -2.5% |
| 30D | +11.5% | -2.1% | +13.6% | +11.1% |
| 3M | +1.8% | -54.1% | +55.9% | +10.9% |
| 6M | +21.2% | -76.9% | +98.1% | +42.3% |
| YTD | +29.9% | -83.3% | +113.3% | +52.4% |
| 1Y | +35.8% | -87.4% | +123.2% | +64.6% |
| 3Y | +62.6% | +61.9% | +0.7% | +12.8% |
| 5Y | -62.8% | -82.1% | +19.3% | -71.6% |
| All | -45.5% | -81.0% | +35.4% | -60.4% |
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 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