-60.8%
EOSE vs BB
+70.4%
-131.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -6.8% | -12.5% | +5.7% | -2.2% |
| 3M | -36.3% | -17.4% | -18.9% | -32.5% |
| 6M | -38.8% | +119.1% | -157.9% | -54.7% |
| YTD | -65.5% | +102.4% | -167.9% | -73.9% |
| 1Y | -45.3% | +98.2% | -143.5% | -58.3% |
| 3Y | +44.2% | +46.9% | -2.8% | +14.7% |
| 5Y | -69.5% | -26.4% | -43.1% | -73.6% |
| All | -60.8% | +70.4% | -131.2% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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