+108.4%
B vs EOSE
-83.5%
+191.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +5.9% | -2.6% |
| 7D | -6.2% | -3.7% | -2.5% | -6.1% |
| 30D | -6.6% | -22.0% | +15.4% | -5.6% |
| 3M | -7.9% | -57.3% | +49.4% | -3.9% |
| 6M | -16.8% | -77.7% | +60.9% | -10.5% |
| YTD | -11.7% | -84.2% | +72.5% | -4.7% |
| 1Y | +3.5% | -89.5% | +93.0% | +13.5% |
| 3Y | +165.7% | +41.4% | +124.3% | +148.6% |
| 5Y | +108.4% | -83.0% | +191.4% | +113.1% |
| All | +108.4% | -83.5% | +191.9% | +113.1% |
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