+61.9%
EOSE vs BAH
-26.8%
+88.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +9.8% | +1.7% | +8.1% | +9.5% |
| 30D | -2.1% | +20.8% | -22.8% | -5.1% |
| 3M | -54.1% | +11.6% | -65.7% | -54.9% |
| 6M | -76.9% | +23.1% | -100.0% | -77.8% |
| YTD | -83.3% | +5.3% | -88.6% | -83.5% |
| 1Y | -87.4% | +6.1% | -93.6% | -87.5% |
| 3Y | +61.9% | -27.5% | +89.4% | +77.3% |
| All | +61.9% | -26.8% | +88.7% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling