-60.8%
EOSE vs BR
+34.8%
-95.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.8% | -3.0% | +4.8% | +3.7% |
| 30D | -6.8% | -0.3% | -6.5% | -7.5% |
| 3M | -36.3% | +17.3% | -53.6% | -44.6% |
| 6M | -38.8% | -6.7% | -32.1% | -36.9% |
| YTD | -65.5% | -23.4% | -42.1% | -58.8% |
| 1Y | -45.3% | -32.7% | -12.6% | -25.4% |
| 3Y | +44.2% | -5.9% | +50.1% | +38.2% |
| 5Y | -69.5% | +8.4% | -77.9% | -75.9% |
| All | -60.8% | +34.8% | -95.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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