+215.2%
AAPL vs EOSE
-60.6%
+275.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +3.8% | +1.8% | +2.0% | +3.7% |
| 30D | +9.9% | -6.8% | +16.8% | +10.0% |
| 3M | +12.5% | -36.3% | +48.8% | +14.2% |
| 6M | +27.6% | -38.8% | +66.4% | +28.8% |
| YTD | +22.6% | -65.5% | +88.1% | +25.9% |
| 1Y | +45.0% | -45.3% | +90.3% | +43.6% |
| 3Y | +87.8% | +44.2% | +43.6% | +65.9% |
| 5Y | +128.7% | -69.5% | +198.2% | +92.3% |
| All | +215.2% | -60.6% | +275.8% | +193.9% |
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 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