-69.6%
EOSE vs BR
+8.0%
-77.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.8% | -3.0% | +4.8% | +3.8% |
| 30D | -6.8% | -0.3% | -6.5% | -7.6% |
| 3M | -36.3% | +17.3% | -53.6% | -45.3% |
| 6M | -38.8% | -6.7% | -32.1% | -36.7% |
| YTD | -65.5% | -23.4% | -42.1% | -58.0% |
| 1Y | -45.3% | -32.7% | -12.6% | -22.8% |
| 3Y | +44.2% | -5.9% | +50.1% | +34.9% |
| All | -69.6% | +8.0% | -77.6% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling