-49.3%
COMP vs EOSE
-91.2%
+41.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -7.4% | +18.2% | +11.9% |
| 7D | +13.4% | -7.9% | +21.4% | +14.6% |
| 30D | +11.1% | -43.9% | +55.0% | +20.2% |
| 3M | -18.8% | -55.8% | +37.0% | -9.7% |
| 6M | +10.5% | -73.4% | +83.9% | +30.1% |
| YTD | -3.4% | -84.8% | +81.4% | +18.8% |
| 1Y | +19.7% | -88.6% | +108.3% | +51.7% |
| 3Y | +381.6% | -2.8% | +384.4% | +220.7% |
| 5Y | -17.6% | -84.6% | +67.0% | -41.6% |
| All | -49.3% | -91.2% | +41.9% | -64.5% |
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 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