-58.8%
EOSE vs BLDR
+96.7%
-155.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.5% |
| 7D | +15.0% | -2.7% | +17.7% | +16.3% |
| 30D | +2.5% | -14.7% | +17.2% | +11.0% |
| 3M | -33.7% | -20.8% | -12.9% | -26.8% |
| 6M | -32.7% | -35.3% | +2.6% | -17.7% |
| YTD | -63.8% | -40.3% | -23.5% | -54.4% |
| 1Y | -40.5% | -56.3% | +15.7% | -12.3% |
| 3Y | +50.4% | -56.1% | +106.5% | +100.9% |
| 5Y | -68.6% | +12.9% | -81.5% | -77.1% |
| All | -58.8% | +96.7% | -155.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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