-69.2%
EOSE vs BBWI
-69.5%
+0.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.2% |
| 7D | +14.0% | -8.0% | +22.0% | +17.9% |
| 30D | -5.9% | -6.6% | +0.7% | -4.5% |
| 3M | -34.3% | -2.7% | -31.6% | -34.9% |
| 6M | -37.8% | -12.8% | -25.0% | -36.3% |
| YTD | -65.2% | -10.5% | -54.7% | -65.3% |
| 1Y | -41.9% | -35.3% | -6.6% | -34.5% |
| 3Y | +44.6% | -47.7% | +92.3% | +67.9% |
| 5Y | -69.2% | -68.9% | -0.3% | -55.4% |
| All | -69.2% | -69.5% | +0.3% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling