-90.2%
EOSE vs AS
+8.1%
-98.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +6.9% |
| 7D | +6.8% | +5.8% | +1.0% | +5.0% |
| 30D | -25.4% | +15.4% | -40.7% | -28.8% |
| 3M | -54.7% | -11.9% | -42.8% | -52.3% |
| 6M | -76.5% | -9.9% | -66.6% | -75.6% |
| YTD | -83.6% | -13.1% | -70.5% | -83.9% |
| All | -90.2% | +8.1% | -98.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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