+136.4%
BAC vs EOSE
+49.8%
+86.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.6% |
| 7D | +0.6% | +15.0% | -14.3% | +0.1% |
| 30D | -1.4% | +2.5% | -3.8% | -1.6% |
| 3M | +15.7% | -33.7% | +49.5% | +16.8% |
| 6M | +32.2% | -32.7% | +64.9% | +32.3% |
| YTD | +15.8% | -63.8% | +79.6% | +17.6% |
| 1Y | +27.3% | -40.5% | +67.8% | +26.0% |
| All | +136.4% | +49.8% | +86.6% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling