-14.3%
EOSE vs ADVB
-88.3%
+74.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.7% | +11.5% | +10.8% |
| 7D | +19.0% | -3.8% | +22.8% | +18.9% |
| 30D | +1.6% | +17.6% | -16.0% | +2.9% |
| 3M | -52.0% | +119.1% | -171.1% | -48.9% |
| 6M | -42.5% | +103.4% | -145.9% | -39.4% |
| YTD | -66.1% | +59.8% | -126.0% | -63.8% |
| 1Y | -47.1% | +8.5% | -55.7% | -44.1% |
| All | -14.3% | -88.3% | +74.0% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling