+24.9%
EFX vs EOSE
-60.6%
+85.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -4.5% | +1.8% | -6.4% | -4.7% |
| 30D | -6.1% | -6.8% | +0.8% | -6.0% |
| 3M | +6.2% | -36.3% | +42.5% | +7.7% |
| 6M | -11.2% | -38.8% | +27.5% | -10.6% |
| YTD | -21.4% | -65.5% | +44.1% | -19.4% |
| 1Y | -34.3% | -45.3% | +11.0% | -35.3% |
| 3Y | -12.5% | +44.2% | -56.7% | -24.2% |
| 5Y | -35.6% | -69.5% | +33.9% | -48.1% |
| All | +24.9% | -60.6% | +85.5% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling