+23.7%
EIX vs EOSE
-70.2%
+93.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.1% |
| 7D | +0.8% | +14.0% | -13.2% | +0.5% |
| 30D | -18.8% | -5.9% | -12.9% | -18.7% |
| 3M | -19.7% | -34.3% | +14.6% | -19.1% |
| 6M | -18.2% | -37.8% | +19.5% | -17.9% |
| YTD | -1.7% | -65.2% | +63.4% | -0.3% |
| 1Y | +7.8% | -41.9% | +49.7% | +6.9% |
| 3Y | -5.6% | +44.6% | -50.2% | -12.0% |
| 5Y | +23.7% | -69.2% | +92.9% | +5.5% |
| All | +23.7% | -70.2% | +93.9% | +5.5% |
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