-61.5%
EOSE vs BBWI
-14.8%
-46.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.0% | +9.7% |
| 7D | +19.0% | +1.5% | +17.5% | +18.4% |
| 30D | +1.6% | -5.2% | +6.8% | +2.6% |
| 3M | -52.0% | +11.1% | -63.1% | -54.9% |
| 6M | -42.5% | -13.4% | -29.1% | -40.9% |
| YTD | -66.1% | +0.1% | -66.2% | -67.7% |
| 1Y | -47.1% | -36.1% | -11.0% | -39.9% |
| 3Y | +0.8% | -44.1% | +44.9% | +14.5% |
| 5Y | -71.7% | -66.2% | -5.4% | -60.8% |
| All | -61.5% | -14.8% | -46.7% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling