+144.4%
BAC vs EOSE
-81.0%
+225.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.8% |
| 7D | +3.2% | +9.8% | -6.5% | +2.8% |
| 30D | -0.7% | -2.1% | +1.3% | -0.9% |
| 3M | -20.0% | -54.1% | +34.1% | -18.0% |
| 6M | +3.4% | -76.9% | +80.4% | +8.4% |
| YTD | -5.7% | -83.3% | +77.6% | -1.3% |
| 1Y | -1.4% | -87.4% | +86.0% | +4.2% |
| 3Y | +97.9% | +61.9% | +36.1% | +77.7% |
| 5Y | +22.9% | -82.1% | +105.0% | +10.6% |
| All | +144.4% | -81.0% | +225.4% | +147.7% |
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