+2.0%
D vs EOSE
-60.6%
+62.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -2.2% | +1.8% | -4.1% | -2.3% |
| 30D | -4.5% | -6.8% | +2.4% | -4.4% |
| 3M | -2.5% | -36.3% | +33.8% | -2.2% |
| 6M | +5.5% | -38.8% | +44.3% | +5.7% |
| YTD | +13.3% | -65.5% | +78.8% | +13.9% |
| 1Y | +11.8% | -45.3% | +57.1% | +11.6% |
| 3Y | +56.7% | +44.2% | +12.6% | +51.9% |
| 5Y | +4.3% | -69.5% | +73.8% | -5.0% |
| All | +2.0% | -60.6% | +62.7% | -0.3% |
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