+269.3%
C vs EOSE
+36.5%
+232.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.2% |
| 7D | +3.2% | +41.4% | -38.3% | +1.3% |
| 30D | +1.3% | +3.6% | -2.3% | +0.9% |
| 3M | +3.1% | -35.7% | +38.8% | +4.5% |
| 6M | +29.6% | -29.9% | +59.5% | +29.9% |
| YTD | +19.0% | -62.5% | +81.4% | +21.3% |
| 1Y | +45.6% | -37.4% | +83.1% | +44.5% |
| 3Y | +269.3% | +55.8% | +213.5% | +236.0% |
| All | +269.3% | +36.5% | +232.8% | +236.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling