+93.9%
B vs EOSE
-61.3%
+155.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.9% | -13.1% | -2.8% |
| 7D | -1.6% | +19.0% | -20.6% | -2.7% |
| 30D | +9.4% | +1.6% | +7.9% | +9.1% |
| 3M | +5.0% | -52.0% | +57.0% | +8.5% |
| 6M | -3.5% | -42.5% | +39.0% | -1.8% |
| YTD | +4.5% | -66.1% | +70.6% | +8.2% |
| 1Y | +67.8% | -47.1% | +114.9% | +69.0% |
| 3Y | +196.7% | +0.8% | +195.9% | +175.1% |
| 5Y | +151.9% | -71.7% | +223.6% | +133.9% |
| All | +93.9% | -61.3% | +155.2% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling