-69.2%
EOSE vs BAH
+1.2%
-70.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.8% | -8.7% | -5.5% |
| 7D | +14.0% | +2.4% | +11.6% | +12.8% |
| 30D | -5.9% | -2.9% | -2.9% | -5.1% |
| 3M | -34.3% | -1.3% | -32.9% | -34.5% |
| 6M | -37.8% | -0.9% | -36.9% | -38.7% |
| YTD | -65.2% | -8.2% | -56.9% | -65.3% |
| 1Y | -41.9% | -24.0% | -17.9% | -37.0% |
| 3Y | +44.6% | -28.1% | +72.7% | +41.8% |
| 5Y | -69.2% | +2.5% | -71.7% | -77.9% |
| All | -69.2% | +1.2% | -70.4% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling