+67.9%
ED vs EOSE
-57.1%
+125.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.8% | -9.9% | +0.9% |
| 7D | +0.5% | +41.4% | -40.9% | +0.6% |
| 30D | +1.1% | +3.6% | -2.5% | +1.1% |
| 3M | +4.6% | -35.7% | +40.4% | +4.7% |
| 6M | -2.0% | -29.9% | +27.9% | -2.0% |
| YTD | +11.7% | -62.5% | +74.2% | +11.7% |
| 1Y | +15.7% | -37.4% | +53.1% | +15.4% |
| 3Y | +34.4% | +55.8% | -21.4% | +32.0% |
| 5Y | +67.3% | -67.8% | +135.1% | +56.2% |
| All | +67.9% | -57.1% | +125.0% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling