+64.8%
EFA vs EOSE
+42.6%
+22.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | -1.5% | +1.8% | -3.3% | -1.6% |
| 30D | -1.7% | -6.8% | +5.2% | -1.6% |
| 3M | +3.5% | -36.3% | +39.8% | +4.8% |
| 6M | +9.5% | -38.8% | +48.2% | +10.4% |
| YTD | +12.9% | -65.5% | +78.4% | +15.3% |
| 1Y | +18.2% | -45.3% | +63.5% | +17.5% |
| 3Y | +64.8% | +44.2% | +20.7% | +50.0% |
| All | +64.8% | +42.6% | +22.2% | +50.0% |
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