+102.2%
BLK vs EOSE
-60.6%
+162.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -3.3% | +1.8% | -5.1% | -3.5% |
| 30D | -6.5% | -6.8% | +0.3% | -6.4% |
| 3M | +6.7% | -36.3% | +43.0% | +8.7% |
| 6M | +14.7% | -38.8% | +53.5% | +16.1% |
| YTD | +2.5% | -65.5% | +68.1% | +6.0% |
| 1Y | -2.8% | -45.3% | +42.5% | -3.1% |
| 3Y | +65.9% | +44.2% | +21.7% | +47.1% |
| 5Y | +33.0% | -69.5% | +102.5% | +15.6% |
| All | +102.2% | -60.6% | +162.9% | +86.1% |
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