+167.3%
B vs EOSE
+40.3%
+127.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +5.9% | -2.3% |
| 7D | -6.2% | -3.7% | -2.5% | -6.0% |
| 30D | -6.6% | -22.0% | +15.4% | -5.2% |
| 3M | -7.9% | -57.3% | +49.4% | -2.1% |
| 6M | -16.8% | -77.7% | +60.9% | -7.4% |
| YTD | -11.7% | -84.2% | +72.5% | -1.2% |
| 1Y | +3.5% | -89.5% | +93.0% | +18.6% |
| All | +167.3% | +40.3% | +127.0% | +127.9% |
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 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