+200.3%
BAC vs EOSE
-61.3%
+261.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -10.9% | -0.5% |
| 7D | +1.1% | +19.0% | -17.9% | +0.3% |
| 30D | -0.4% | +1.6% | -2.0% | -0.6% |
| 3M | +16.9% | -52.0% | +68.9% | +19.7% |
| 6M | +26.6% | -42.5% | +69.1% | +27.7% |
| YTD | +15.8% | -66.1% | +81.9% | +18.4% |
| 1Y | +27.2% | -47.1% | +74.3% | +26.6% |
| 3Y | +132.4% | +0.8% | +131.6% | +113.7% |
| 5Y | +72.6% | -71.7% | +144.2% | +52.4% |
| All | +200.3% | -61.3% | +261.6% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling