-57.3%
EOSE vs BBWI
-17.5%
-39.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.1% | +14.0% | +12.1% |
| 7D | +41.4% | +1.6% | +39.9% | +40.4% |
| 30D | +3.6% | -6.2% | +9.8% | +5.0% |
| 3M | -35.7% | +4.3% | -40.1% | -38.1% |
| 6M | -29.9% | -7.2% | -22.7% | -30.2% |
| YTD | -62.5% | -3.0% | -59.4% | -63.8% |
| 1Y | -37.4% | -30.8% | -6.7% | -31.6% |
| 3Y | +55.8% | -43.4% | +99.2% | +74.9% |
| 5Y | -67.8% | -66.7% | -1.1% | -55.3% |
| All | -57.3% | -17.5% | -39.8% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BBWI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling