+229.3%
ALL vs EOSE
-61.3%
+290.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.9% | -12.2% | -1.4% |
| 7D | 0.0% | +19.0% | -19.0% | -0.1% |
| 30D | -1.5% | +1.6% | -3.1% | -1.5% |
| 3M | +23.6% | -52.0% | +75.6% | +24.4% |
| 6M | +22.3% | -42.5% | +64.9% | +22.5% |
| YTD | +26.5% | -66.1% | +92.7% | +27.2% |
| 1Y | +27.0% | -47.1% | +74.1% | +26.1% |
| 3Y | +149.6% | +0.8% | +148.8% | +140.5% |
| 5Y | +118.1% | -71.7% | +189.7% | +99.3% |
| All | +229.3% | -61.3% | +290.7% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling