+14.7%
BLK vs EOSE
-38.2%
+52.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -3.3% | +1.8% | -5.1% | -3.4% |
| 30D | -6.5% | -6.8% | +0.3% | -6.1% |
| 3M | +6.7% | -36.3% | +43.0% | +9.7% |
| 6M | +14.7% | -38.8% | +53.5% | +17.0% |
| All | +14.7% | -38.2% | +52.9% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling