+30.3%
XYZ vs EOSE
-89.6%
+119.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.4% | -14.2% | -1.3% |
| 7D | -2.2% | -7.0% | +4.8% | -1.7% |
| 30D | +11.6% | -16.7% | +28.3% | +12.7% |
| 3M | +8.4% | -53.1% | +61.5% | +13.8% |
| 6M | +17.2% | -76.8% | +93.9% | +28.5% |
| YTD | +31.7% | -82.6% | +114.3% | +41.7% |
| All | +30.3% | -89.6% | +119.9% | +49.3% |
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