+29.2%
EIX vs EOSE
-61.3%
+90.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.0% | +0.6% |
| 7D | -19.1% | +19.0% | -38.1% | -19.4% |
| 30D | -16.9% | +1.6% | -18.5% | -17.0% |
| 3M | -20.0% | -52.0% | +32.0% | -19.0% |
| 6M | -21.3% | -42.5% | +21.2% | -21.0% |
| YTD | -1.7% | -66.1% | +64.4% | -0.5% |
| 1Y | +9.6% | -47.1% | +56.7% | +9.2% |
| 3Y | -3.7% | +0.8% | -4.5% | -8.2% |
| 5Y | +22.6% | -71.7% | +94.3% | +10.4% |
| All | +29.2% | -61.3% | +90.5% | +26.4% |
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