-67.0%
BAX vs EOSE
-70.2%
+3.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | -5.4% | +14.0% | -19.4% | -5.8% |
| 30D | -12.4% | -5.9% | -6.5% | -12.4% |
| 3M | +19.1% | -34.3% | +53.4% | +19.8% |
| 6M | +38.6% | -37.8% | +76.4% | +38.9% |
| YTD | +26.7% | -65.2% | +91.9% | +28.1% |
| 1Y | +1.0% | -41.9% | +42.9% | +0.2% |
| 3Y | -33.9% | +44.6% | -78.4% | -37.8% |
| 5Y | -67.0% | -69.2% | +2.1% | -70.2% |
| All | -67.0% | -70.2% | +3.2% | -70.2% |
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 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