+61.1%
ENB vs EOSE
-70.0%
+131.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -4.7% | +1.8% | -6.5% | -4.7% |
| 30D | -5.9% | -6.8% | +1.0% | -5.8% |
| 3M | -14.2% | -36.3% | +22.0% | -13.5% |
| 6M | -8.6% | -38.8% | +30.2% | -8.1% |
| YTD | +3.9% | -65.5% | +69.4% | +5.5% |
| 1Y | +1.8% | -45.3% | +47.1% | +1.2% |
| 3Y | +68.5% | +44.2% | +24.3% | +56.0% |
| All | +61.1% | -70.0% | +131.0% | +49.7% |
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