-63.3%
BAX vs EOSE
-61.3%
-2.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.8% | +0.8% |
| 7D | -1.1% | +19.0% | -20.2% | -1.5% |
| 30D | -5.5% | +1.6% | -7.0% | -5.6% |
| 3M | +33.5% | -52.0% | +85.5% | +35.0% |
| 6M | +35.9% | -42.5% | +78.4% | +36.3% |
| YTD | +35.4% | -66.1% | +101.5% | +36.5% |
| 1Y | +9.8% | -47.1% | +56.9% | +9.3% |
| 3Y | -32.7% | +0.8% | -33.5% | -35.3% |
| 5Y | -65.6% | -71.7% | +6.1% | -68.7% |
| All | -63.3% | -61.3% | -2.0% | -65.0% |
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