-60.8%
EOSE vs BAH
+7.4%
-68.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.8% | +4.3% | -2.5% | +0.3% |
| 30D | -6.8% | -2.5% | -4.4% | -6.3% |
| 3M | -36.3% | -0.9% | -35.4% | -36.6% |
| 6M | -38.8% | +1.5% | -40.2% | -40.2% |
| YTD | -65.5% | -8.0% | -57.6% | -65.7% |
| 1Y | -45.3% | -24.7% | -20.6% | -40.7% |
| 3Y | +44.2% | -28.4% | +72.6% | +46.7% |
| 5Y | -69.5% | +2.8% | -72.3% | -75.1% |
| All | -60.8% | +7.4% | -68.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling