+116.1%
ALL vs EOSE
-69.1%
+185.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -2.2% | +15.0% | -17.2% | -2.4% |
| 30D | -5.6% | +2.5% | -8.0% | -5.7% |
| 3M | +17.2% | -33.7% | +51.0% | +17.7% |
| 6M | +23.2% | -32.7% | +56.0% | +23.2% |
| YTD | +23.6% | -63.8% | +87.4% | +24.4% |
| 1Y | +29.2% | -40.5% | +69.7% | +27.7% |
| 3Y | +153.8% | +50.4% | +103.5% | +139.2% |
| 5Y | +116.1% | -68.6% | +184.6% | +110.3% |
| All | +116.1% | -69.1% | +185.1% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling