+51.6%
ED vs EOSE
+48.1%
+3.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +1.4% |
| 7D | +2.1% | +9.8% | -7.7% | +2.2% |
| 30D | +10.4% | -2.1% | +12.5% | +10.5% |
| 3M | +12.5% | -54.1% | +66.6% | +11.8% |
| 6M | +14.9% | -76.9% | +91.8% | +13.8% |
| YTD | +24.8% | -83.3% | +108.2% | +23.6% |
| 1Y | +23.8% | -87.4% | +111.3% | +22.6% |
| 3Y | +51.6% | +61.9% | -10.2% | +44.6% |
| All | +51.6% | +48.1% | +3.6% | +44.6% |
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