+258.6%
C vs EOSE
-82.0%
+340.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | +0.3% |
| 7D | +4.7% | -3.7% | +8.5% | +4.8% |
| 30D | +0.2% | -22.0% | +22.2% | +1.0% |
| 3M | -9.3% | -57.3% | +48.0% | -6.3% |
| 6M | -0.8% | -77.7% | +76.8% | +5.1% |
| YTD | +8.5% | -84.2% | +92.7% | +15.0% |
| 1Y | +23.1% | -89.5% | +112.6% | +32.6% |
| 3Y | +220.8% | +41.4% | +179.4% | +191.5% |
| 5Y | +112.4% | -83.0% | +195.4% | +92.4% |
| All | +258.6% | -82.0% | +340.6% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling