-57.8%
EOSE vs ADVB
-96.8%
+39.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -23.6% | +29.1% | +4.7% |
| 7D | +9.8% | +27.8% | -18.0% | +11.1% |
| 30D | -2.1% | -50.8% | +48.7% | -4.5% |
| 3M | -54.1% | -70.5% | +16.4% | -56.3% |
| 6M | -76.9% | -46.7% | -30.2% | -76.8% |
| YTD | -83.3% | -56.7% | -26.7% | -83.1% |
| 1Y | -87.4% | -71.8% | -15.7% | -87.1% |
| All | -57.8% | -96.8% | +39.0% | -38.9% |
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