+199.7%
BAC vs EOSE
-60.2%
+259.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | 0.0% |
| 7D | -0.3% | +14.0% | -14.3% | -0.8% |
| 30D | -1.8% | -5.9% | +4.1% | -1.7% |
| 3M | +15.3% | -34.3% | +49.6% | +16.6% |
| 6M | +30.2% | -37.8% | +67.9% | +30.9% |
| YTD | +15.6% | -65.2% | +80.8% | +18.0% |
| 1Y | +27.5% | -41.9% | +69.4% | +26.3% |
| 3Y | +137.0% | +44.6% | +92.5% | +114.7% |
| 5Y | +75.6% | -69.2% | +144.8% | +54.7% |
| All | +199.7% | -60.2% | +259.9% | +196.1% |
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