-61.6%
EOSE vs ADVB
-97.4%
+35.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.9% | -10.4% | -7.4% |
| 7D | -8.4% | -4.1% | -4.3% | -8.5% |
| 30D | -31.0% | -60.3% | +29.3% | -33.4% |
| 3M | -57.0% | -73.3% | +16.3% | -59.3% |
| 6M | -78.3% | -65.9% | -12.4% | -78.5% |
| YTD | -84.8% | -63.9% | -20.9% | -84.8% |
| 1Y | -90.9% | -74.1% | -16.8% | -90.8% |
| All | -61.6% | -97.4% | +35.8% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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