+69.9%
ED vs EOSE
-70.2%
+140.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.7% |
| 7D | -1.9% | +14.0% | -15.9% | -1.9% |
| 30D | +0.1% | -5.9% | +6.0% | +0.1% |
| 3M | 0.0% | -34.3% | +34.3% | +0.1% |
| 6M | -2.5% | -37.8% | +35.2% | -2.5% |
| YTD | +10.1% | -65.2% | +75.3% | +10.4% |
| 1Y | +13.6% | -41.9% | +55.5% | +13.0% |
| 3Y | +32.4% | +44.6% | -12.1% | +27.8% |
| 5Y | +69.9% | -69.2% | +139.0% | +58.4% |
| All | +69.9% | -70.2% | +140.1% | +58.4% |
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 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