-45.3%
EOSE vs BG
+53.0%
-98.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | +1.8% | +3.1% | -1.3% | +1.6% |
| 30D | -6.8% | +10.2% | -17.1% | -7.3% |
| 3M | -36.3% | -1.7% | -34.6% | -35.6% |
| 6M | -38.8% | +1.0% | -39.7% | -38.8% |
| YTD | -65.5% | +39.9% | -105.4% | -68.1% |
| 1Y | -45.3% | +53.2% | -98.5% | -48.8% |
| All | -45.3% | +53.0% | -98.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling