-44.8%
XYZ vs EOSE
-80.2%
+35.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.4% | -14.2% | -1.8% |
| 7D | -2.2% | -7.0% | +4.8% | -1.5% |
| 30D | +11.6% | -16.7% | +28.3% | +13.4% |
| 3M | +8.4% | -53.1% | +61.5% | +17.8% |
| 6M | +17.2% | -76.8% | +93.9% | +37.4% |
| YTD | +31.7% | -82.6% | +114.3% | +53.6% |
| 1Y | +30.1% | -89.3% | +119.3% | +61.2% |
| 3Y | +66.4% | +55.5% | +11.0% | +16.3% |
| 5Y | -62.2% | -81.9% | +19.7% | -71.1% |
| All | -44.8% | -80.2% | +35.4% | -60.0% |
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