-57.3%
EOSE vs A
+47.6%
-104.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.7% | +13.5% | +13.0% |
| 7D | +41.4% | -2.1% | +43.5% | +43.8% |
| 30D | +3.6% | +0.6% | +3.0% | +3.4% |
| 3M | -35.7% | +10.9% | -46.6% | -42.1% |
| 6M | -29.9% | +28.2% | -58.0% | -45.8% |
| YTD | -62.5% | +8.6% | -71.0% | -65.8% |
| 1Y | -37.4% | +15.5% | -52.9% | -46.1% |
| 3Y | +55.8% | +31.8% | +24.0% | +11.1% |
| 5Y | -67.8% | -14.9% | -52.9% | -65.9% |
| All | -57.3% | +47.6% | -104.9% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling