-21.9%
BA vs EOSE
-84.2%
+62.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -1.1% |
| 7D | -1.7% | +6.8% | -8.5% | -2.3% |
| 30D | -9.5% | -25.4% | +15.9% | -8.1% |
| 3M | -26.5% | -54.7% | +28.2% | -23.1% |
| 6M | -27.4% | -76.5% | +49.2% | -21.2% |
| YTD | -20.6% | -83.6% | +63.0% | -13.5% |
| 1Y | -11.4% | -89.7% | +78.3% | -0.8% |
| 3Y | -10.8% | +38.7% | -49.6% | -24.8% |
| 5Y | -21.9% | -82.9% | +61.0% | -14.5% |
| All | -21.9% | -84.2% | +62.3% | -14.5% |
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