+157.3%
BN vs EOSE
-57.1%
+214.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.8% | -13.4% | -3.4% |
| 7D | -1.2% | +41.4% | -42.6% | -4.0% |
| 30D | -10.9% | +3.6% | -14.5% | -11.5% |
| 3M | -11.1% | -35.7% | +24.6% | -9.0% |
| 6M | -4.4% | -29.9% | +25.5% | -3.9% |
| YTD | -14.1% | -62.5% | +48.3% | -11.0% |
| 1Y | -11.1% | -37.4% | +26.4% | -12.3% |
| 3Y | +75.6% | +55.8% | +19.8% | +50.3% |
| 5Y | +35.8% | -67.8% | +103.6% | +13.4% |
| All | +157.3% | -57.1% | +214.5% | +140.0% |
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