-60.4%
EOSE vs BG
+154.9%
-215.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.7% | -4.1% |
| 7D | +14.0% | +3.7% | +10.3% | +12.7% |
| 30D | -5.9% | +12.3% | -18.2% | -9.6% |
| 3M | -34.3% | -2.2% | -32.1% | -34.2% |
| 6M | -37.8% | +5.3% | -43.1% | -39.7% |
| YTD | -65.2% | +42.4% | -107.6% | -69.9% |
| 1Y | -41.9% | +55.2% | -97.1% | -51.8% |
| 3Y | +44.6% | +21.0% | +23.6% | +30.5% |
| 5Y | -69.2% | +87.1% | -156.3% | -75.9% |
| All | -60.4% | +154.9% | -215.3% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling