-5.1%
EOSE vs ADVB
-88.8%
+83.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.8% | +14.6% | +10.6% |
| 7D | +41.4% | -14.0% | +55.4% | +40.4% |
| 30D | +3.6% | +41.0% | -37.4% | +5.8% |
| 3M | -35.7% | +127.9% | -163.6% | -31.5% |
| 6M | -29.9% | +101.3% | -131.2% | -26.2% |
| YTD | -62.5% | +53.8% | -116.2% | -59.9% |
| 1Y | -37.4% | +4.4% | -41.8% | -33.9% |
| All | -5.1% | -88.8% | +83.7% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling