+955.8%
AR vs EOSE
-60.6%
+1,016.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -2.5% | +1.8% | -4.3% | -2.6% |
| 30D | +2.5% | -6.8% | +9.4% | +2.6% |
| 3M | +12.3% | -36.3% | +48.6% | +14.5% |
| 6M | -3.1% | -38.8% | +35.6% | -2.3% |
| YTD | +11.5% | -65.5% | +77.1% | +15.4% |
| 1Y | +17.0% | -45.3% | +62.3% | +15.4% |
| 3Y | +47.3% | +44.2% | +3.1% | +23.0% |
| 5Y | +141.2% | -69.5% | +210.7% | +101.9% |
| All | +955.8% | -60.6% | +1,016.4% | +811.9% |
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