-2.5%
BBY vs EOSE
-60.2%
+57.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +0.3% |
| 7D | +0.7% | +14.0% | -13.3% | -0.3% |
| 30D | +5.8% | -5.9% | +11.7% | +5.9% |
| 3M | +18.0% | -34.3% | +52.3% | +20.2% |
| 6M | +39.8% | -37.8% | +77.6% | +41.2% |
| YTD | +35.4% | -65.2% | +100.6% | +40.3% |
| 1Y | +21.4% | -41.9% | +63.3% | +19.6% |
| 3Y | +39.5% | +44.6% | -5.0% | +19.0% |
| 5Y | -0.5% | -69.2% | +68.7% | -18.7% |
| All | -2.5% | -60.2% | +57.7% | -25.3% |
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