+0.5%
BBY vs EOSE
-60.6%
+61.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.1% |
| 7D | +0.6% | +1.8% | -1.2% | +0.4% |
| 30D | +9.4% | -6.8% | +16.2% | +9.6% |
| 3M | +19.3% | -36.3% | +55.6% | +21.9% |
| 6M | +47.9% | -38.8% | +86.7% | +49.5% |
| YTD | +39.6% | -65.5% | +105.1% | +44.7% |
| 1Y | +22.2% | -45.3% | +67.5% | +20.9% |
| 3Y | +45.0% | +44.2% | +0.8% | +23.6% |
| 5Y | +2.6% | -69.5% | +72.1% | -16.1% |
| All | +0.5% | -60.6% | +61.1% | -23.0% |
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 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