+167.4%
ENB vs EOSE
-57.1%
+224.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | +0.5% |
| 7D | -0.5% | +41.4% | -41.9% | -1.4% |
| 30D | -0.2% | +3.6% | -3.8% | -0.4% |
| 3M | -7.5% | -35.7% | +28.2% | -6.8% |
| 6M | -4.1% | -29.9% | +25.7% | -4.0% |
| YTD | +9.8% | -62.5% | +72.3% | +11.2% |
| 1Y | +8.7% | -37.4% | +46.1% | +7.7% |
| 3Y | +79.0% | +55.8% | +23.2% | +66.6% |
| 5Y | +69.1% | -67.8% | +136.9% | +54.0% |
| All | +167.4% | -57.1% | +224.5% | +162.0% |
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