-40.5%
EOSE vs ADVB
-3.0%
-37.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.9% | -4.0% |
| 7D | +15.0% | -13.0% | +28.0% | +13.5% |
| 30D | +2.5% | +7.5% | -5.0% | +3.5% |
| 3M | -33.7% | +129.1% | -162.8% | -23.4% |
| 6M | -32.7% | +71.7% | -104.5% | -23.2% |
| YTD | -63.8% | +45.5% | -109.3% | -58.2% |
| 1Y | -40.5% | -2.7% | -37.8% | -35.2% |
| All | -40.5% | -3.0% | -37.6% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling