+18.6%
EIX vs EOSE
-82.3%
+100.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.2% |
| 7D | +1.4% | +9.8% | -8.4% | +1.1% |
| 30D | +8.5% | -2.1% | +10.6% | +8.4% |
| 3M | -13.5% | -54.1% | +40.6% | -12.1% |
| 6M | -12.4% | -76.9% | +64.6% | -9.6% |
| YTD | +5.9% | -83.3% | +89.2% | +9.1% |
| 1Y | +7.6% | -87.4% | +95.0% | +11.7% |
| 3Y | +12.8% | +61.9% | -49.1% | +4.4% |
| All | +18.6% | -82.3% | +100.9% | -0.8% |
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