+73.1%
BAC vs EOSE
-69.1%
+142.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.6% |
| 7D | +0.6% | +15.0% | -14.3% | 0.0% |
| 30D | -1.4% | +2.5% | -3.8% | -1.7% |
| 3M | +15.7% | -33.7% | +49.5% | +17.1% |
| 6M | +32.2% | -32.7% | +64.9% | +32.5% |
| YTD | +15.8% | -63.8% | +79.6% | +18.1% |
| 1Y | +27.3% | -40.5% | +67.8% | +25.9% |
| 3Y | +137.5% | +50.4% | +87.1% | +112.6% |
| 5Y | +73.1% | -68.6% | +141.6% | +66.9% |
| All | +73.1% | -69.1% | +142.1% | +66.9% |
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