+66.2%
XYZ vs EOSE
+29.9%
+36.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.4% | +4.1% | -2.6% |
| 7D | +12.6% | -8.4% | +21.0% | +13.6% |
| 30D | +10.8% | -31.0% | +41.7% | +14.2% |
| 3M | +8.4% | -57.0% | +65.4% | +15.8% |
| 6M | +14.3% | -78.3% | +92.6% | +28.4% |
| YTD | +31.5% | -84.8% | +116.3% | +48.3% |
| 1Y | +28.1% | -90.9% | +119.0% | +51.2% |
| 3Y | +66.2% | +35.9% | +30.2% | +40.9% |
| All | +66.2% | +29.9% | +36.3% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling