-60.4%
EOSE vs BNS
+195.9%
-256.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.6% | -4.8% |
| 7D | +14.0% | -2.2% | +16.2% | +16.7% |
| 30D | -5.9% | +4.5% | -10.4% | -10.9% |
| 3M | -34.3% | +14.9% | -49.2% | -44.4% |
| 6M | -37.8% | +32.5% | -70.2% | -55.3% |
| YTD | -65.2% | +28.6% | -93.8% | -74.4% |
| 1Y | -41.9% | +48.4% | -90.3% | -63.9% |
| 3Y | +44.6% | +130.8% | -86.2% | -46.7% |
| 5Y | -69.2% | +94.8% | -164.0% | -85.4% |
| All | -60.4% | +195.9% | -256.3% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling