-2.1%
EME vs EOSE
-85.5%
+83.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +12.6% | -22.3% | -11.4% |
| 7D | -5.8% | +9.7% | -15.5% | -7.3% |
| 30D | -17.9% | -34.6% | +16.6% | -13.3% |
| 3M | -22.0% | -50.8% | +28.8% | -14.8% |
| 6M | -29.7% | -66.5% | +36.8% | -21.3% |
| YTD | +4.7% | -81.3% | +86.0% | +23.4% |
| 1Y | -2.1% | -84.8% | +82.7% | +17.8% |
| All | -2.1% | -85.5% | +83.4% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling