+335.4%
AVGO vs EOSE
+44.0%
+291.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.5% |
| 7D | +1.0% | +14.0% | -13.0% | -0.5% |
| 30D | -13.3% | -5.9% | -7.4% | -13.1% |
| 3M | -2.9% | -34.3% | +31.4% | +0.5% |
| 6M | +5.7% | -37.8% | +43.5% | +8.6% |
| YTD | +4.6% | -65.2% | +69.8% | +11.7% |
| 1Y | -1.6% | -41.9% | +40.3% | -0.9% |
| All | +335.4% | +44.0% | +291.4% | +288.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling