+61.9%
D vs EOSE
+36.5%
+25.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | +0.4% |
| 7D | +0.8% | +41.4% | -40.7% | +0.3% |
| 30D | -0.7% | +3.6% | -4.4% | -0.8% |
| 3M | +2.1% | -35.7% | +37.8% | +2.6% |
| 6M | +6.8% | -29.9% | +36.7% | +6.8% |
| YTD | +16.5% | -62.5% | +79.0% | +17.4% |
| 1Y | +19.2% | -37.4% | +56.6% | +18.1% |
| 3Y | +61.9% | +55.8% | +6.1% | +48.7% |
| All | +61.9% | +36.5% | +25.4% | +48.7% |
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