-34.3%
EOSE vs BG
-1.6%
-32.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.7% | -3.6% |
| 7D | +14.0% | +3.7% | +10.3% | +14.9% |
| 30D | -5.9% | +12.3% | -18.2% | -0.9% |
| 3M | -34.3% | -2.2% | -32.1% | -39.1% |
| All | -34.3% | -1.6% | -32.6% | -39.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling