-9.1%
EOSE vs BIYA
-99.8%
+90.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.7% | -3.9% |
| 7D | +14.0% | -1.3% | +15.3% | +14.0% |
| 30D | -5.9% | -15.9% | +10.0% | -5.8% |
| 3M | -34.3% | -81.2% | +47.0% | -34.2% |
| 6M | -37.8% | -88.2% | +50.5% | -37.2% |
| YTD | -65.2% | -94.1% | +29.0% | -64.1% |
| 1Y | -41.9% | -98.7% | +56.7% | -35.4% |
| All | -9.1% | -99.8% | +90.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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