+39.1%
BP vs EOSE
+49.8%
-10.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +1.8% |
| 7D | +4.0% | +15.0% | -11.0% | +3.8% |
| 30D | +7.8% | +2.5% | +5.4% | +7.8% |
| 3M | +8.4% | -33.7% | +42.1% | +9.0% |
| 6M | +15.1% | -32.7% | +47.8% | +15.3% |
| YTD | +36.4% | -63.8% | +100.2% | +38.3% |
| 1Y | +40.9% | -40.5% | +81.4% | +39.9% |
| All | +39.1% | +49.8% | -10.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling