+52.8%
EOSE vs AS
+123.4%
-70.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +5.8% |
| 7D | +9.8% | -4.9% | +14.6% | +11.5% |
| 30D | -2.1% | +3.9% | -5.9% | -3.1% |
| 3M | -54.1% | -9.6% | -44.5% | -52.7% |
| 6M | -76.9% | -8.7% | -68.3% | -76.4% |
| YTD | -83.3% | -19.8% | -63.5% | -82.4% |
| 1Y | -87.4% | -1.5% | -85.9% | -87.5% |
| All | +52.8% | +123.4% | -70.6% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling