-33.4%
BAX vs EOSE
+49.8%
-83.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.8% |
| 7D | -5.1% | +15.0% | -20.1% | -5.5% |
| 30D | -12.2% | +2.5% | -14.6% | -12.3% |
| 3M | +21.8% | -33.7% | +55.5% | +22.3% |
| 6M | +36.3% | -32.7% | +69.0% | +36.1% |
| YTD | +27.8% | -63.8% | +91.6% | +28.6% |
| 1Y | -0.1% | -40.5% | +40.5% | -1.2% |
| All | -33.4% | +49.8% | -83.2% | -38.0% |
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 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