-66.2%
BAX vs EOSE
-60.6%
-5.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -7.9% | +1.8% | -9.7% | -7.9% |
| 30D | -11.7% | -6.8% | -4.8% | -11.6% |
| 3M | +16.2% | -36.3% | +52.5% | +16.8% |
| 6M | +32.0% | -38.8% | +70.7% | +32.2% |
| YTD | +24.7% | -65.5% | +90.2% | +25.7% |
| 1Y | -2.6% | -45.3% | +42.7% | -3.1% |
| 3Y | -35.0% | +44.2% | -79.1% | -37.8% |
| 5Y | -67.6% | -69.5% | +1.9% | -70.5% |
| All | -66.2% | -60.6% | -5.6% | -67.7% |
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