+7.3%
D vs EOSE
-81.0%
+88.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.2% |
| 7D | -1.4% | +9.8% | -11.1% | -1.5% |
| 30D | +7.7% | -2.1% | +9.8% | +7.7% |
| 3M | -0.3% | -54.1% | +53.8% | +0.3% |
| 6M | +10.1% | -76.9% | +87.0% | +11.3% |
| YTD | +19.1% | -83.3% | +102.4% | +20.3% |
| 1Y | +15.9% | -87.4% | +103.3% | +17.5% |
| 3Y | +75.0% | +61.9% | +13.1% | +69.9% |
| 5Y | +13.4% | -82.1% | +95.4% | +4.6% |
| All | +7.3% | -81.0% | +88.2% | +5.4% |
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 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