+156.7%
B vs EOSE
-70.2%
+226.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.3% | -2.3% |
| 7D | -5.0% | +14.0% | -19.0% | -5.8% |
| 30D | +8.7% | -5.9% | +14.6% | +8.8% |
| 3M | +17.3% | -34.3% | +51.6% | +19.3% |
| 6M | -5.0% | -37.8% | +32.7% | -3.7% |
| YTD | +1.4% | -65.2% | +66.6% | +5.0% |
| 1Y | +50.5% | -41.9% | +92.4% | +50.9% |
| 3Y | +194.4% | +44.6% | +149.8% | +169.7% |
| 5Y | +156.7% | -69.2% | +225.9% | +129.4% |
| All | +156.7% | -70.2% | +226.9% | +129.4% |
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