-20.3%
BROS vs EOSE
-85.5%
+65.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.7% | +0.5% |
| 7D | +2.5% | +9.7% | -7.3% | +2.1% |
| 30D | +15.1% | -34.6% | +49.6% | +16.6% |
| 3M | -31.4% | -50.8% | +19.4% | -30.0% |
| 6M | -22.6% | -66.5% | +43.9% | -20.5% |
| YTD | -28.1% | -81.3% | +53.2% | -25.0% |
| 1Y | -20.3% | -84.8% | +64.6% | -16.1% |
| All | -20.3% | -85.5% | +65.2% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling