+221.9%
ALL vs EOSE
-60.6%
+282.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -2.3% | +1.8% | -4.1% | -2.3% |
| 30D | -0.4% | -6.8% | +6.4% | -0.4% |
| 3M | +16.0% | -36.3% | +52.3% | +16.4% |
| 6M | +24.6% | -38.8% | +63.3% | +24.7% |
| YTD | +23.7% | -65.5% | +89.2% | +24.3% |
| 1Y | +27.7% | -45.3% | +73.0% | +26.8% |
| 3Y | +150.2% | +44.2% | +106.1% | +139.2% |
| 5Y | +117.1% | -69.5% | +186.6% | +98.5% |
| All | +221.9% | -60.6% | +282.5% | +212.6% |
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