+38.9%
BA vs EOSE
-58.6%
+97.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.4% | -1.8% |
| 7D | -1.2% | +15.0% | -16.1% | -2.2% |
| 30D | -11.3% | +2.5% | -13.8% | -11.8% |
| 3M | -3.8% | -33.7% | +29.9% | -1.8% |
| 6M | -8.3% | -32.7% | +24.5% | -7.5% |
| YTD | -4.9% | -63.8% | +58.9% | -1.3% |
| 1Y | -10.1% | -40.5% | +30.5% | -11.3% |
| 3Y | -2.3% | +50.4% | -52.7% | -16.9% |
| 5Y | -3.5% | -68.6% | +65.0% | -19.6% |
| All | +38.9% | -58.6% | +97.5% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling