+3.9%
D vs EOSE
-69.1%
+73.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.6% |
| 7D | -0.4% | +15.0% | -15.4% | -0.7% |
| 30D | -2.1% | +2.5% | -4.5% | -2.2% |
| 3M | -0.7% | -33.7% | +33.0% | -0.3% |
| 6M | +5.6% | -32.7% | +38.3% | +5.7% |
| YTD | +14.6% | -63.8% | +78.4% | +15.5% |
| 1Y | +15.3% | -40.5% | +55.9% | +14.7% |
| 3Y | +59.1% | +50.4% | +8.8% | +50.6% |
| 5Y | +3.9% | -68.6% | +72.5% | -8.5% |
| All | +3.9% | -69.1% | +73.0% | -8.5% |
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