+136.2%
BP vs EOSE
-70.0%
+206.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +5.2% | +1.8% | +3.4% | +5.2% |
| 30D | +8.7% | -6.8% | +15.5% | +8.8% |
| 3M | +9.3% | -36.3% | +45.6% | +10.2% |
| 6M | +13.6% | -38.8% | +52.3% | +14.0% |
| YTD | +37.7% | -65.5% | +103.2% | +39.8% |
| 1Y | +40.6% | -45.3% | +85.9% | +39.9% |
| 3Y | +40.3% | +44.2% | -3.8% | +29.6% |
| All | +136.2% | -70.0% | +206.2% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling