+112.7%
C vs EOSE
-81.9%
+194.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.4% | -12.8% | +0.8% |
| 7D | -0.4% | -7.0% | +6.6% | -0.1% |
| 30D | -5.3% | -16.7% | +11.4% | -4.8% |
| 3M | -8.0% | -53.1% | +45.1% | -5.2% |
| 6M | -0.3% | -76.8% | +76.5% | +5.8% |
| YTD | +8.6% | -82.6% | +91.3% | +14.9% |
| 1Y | +25.8% | -89.3% | +115.1% | +35.7% |
| 3Y | +221.2% | +55.5% | +165.7% | +188.6% |
| All | +112.7% | -81.9% | +194.5% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling