+103.6%
EFA vs EOSE
-60.2%
+163.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.7% |
| 7D | -2.4% | +14.0% | -16.4% | -2.9% |
| 30D | -2.2% | -5.9% | +3.6% | -2.2% |
| 3M | +5.7% | -34.3% | +39.9% | +6.9% |
| 6M | +8.2% | -37.8% | +45.9% | +9.0% |
| YTD | +11.8% | -65.2% | +77.0% | +14.2% |
| 1Y | +18.3% | -41.9% | +60.2% | +17.5% |
| 3Y | +64.9% | +44.6% | +20.4% | +51.2% |
| 5Y | +52.4% | -69.2% | +121.6% | +38.1% |
| All | +103.6% | -60.2% | +163.8% | +96.3% |
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