-60.8%
EOSE vs A
+47.7%
-108.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -3.2% |
| 7D | +1.8% | -2.6% | +4.4% | +3.7% |
| 30D | -6.8% | -0.9% | -6.0% | -5.9% |
| 3M | -36.3% | +13.6% | -49.9% | -43.7% |
| 6M | -38.8% | +27.8% | -66.6% | -52.5% |
| YTD | -65.5% | +8.6% | -74.2% | -68.6% |
| 1Y | -45.3% | +16.9% | -62.2% | -53.4% |
| 3Y | +44.2% | +32.9% | +11.2% | +1.9% |
| 5Y | -69.5% | -14.1% | -55.4% | -68.0% |
| All | -60.8% | +47.7% | -108.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling