+25.1%
BROS vs EOSE
-66.1%
+91.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.3% | -2.7% |
| 7D | -0.9% | +41.4% | -42.4% | -4.9% |
| 30D | -13.5% | +3.6% | -17.1% | -14.2% |
| 3M | -18.4% | -35.7% | +17.3% | -15.7% |
| 6M | -10.6% | -29.9% | +19.3% | -10.4% |
| YTD | -25.1% | -62.5% | +37.4% | -21.1% |
| 1Y | -28.6% | -37.4% | +8.8% | -31.4% |
| 3Y | +65.6% | +55.8% | +9.8% | +25.1% |
| All | +25.1% | -66.1% | +91.2% | +2.4% |
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