-34.8%
BROS vs EOSE
-49.1%
+14.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.1% | +0.2% |
| 7D | -6.7% | +19.0% | -25.7% | -7.5% |
| 30D | -29.1% | +1.6% | -30.6% | -29.3% |
| 3M | -16.7% | -52.0% | +35.3% | -14.5% |
| 6M | -11.6% | -42.5% | +30.9% | -10.9% |
| YTD | -23.9% | -66.1% | +42.2% | -22.0% |
| 1Y | -34.8% | -47.1% | +12.3% | -36.7% |
| All | -34.8% | -49.1% | +14.3% | -36.7% |
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