-60.8%
EOSE vs BNS
+197.8%
-258.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.8% |
| 7D | +1.8% | -0.4% | +2.2% | +2.1% |
| 30D | -6.8% | +3.5% | -10.3% | -10.7% |
| 3M | -36.3% | +14.1% | -50.4% | -45.7% |
| 6M | -38.8% | +33.8% | -72.5% | -56.5% |
| YTD | -65.5% | +29.5% | -95.0% | -74.9% |
| 1Y | -45.3% | +48.4% | -93.7% | -66.1% |
| 3Y | +44.2% | +129.6% | -85.4% | -46.5% |
| 5Y | -69.5% | +96.1% | -165.6% | -85.7% |
| All | -60.8% | +197.8% | -258.6% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling