-37.8%
EOSE vs BR
-10.2%
-27.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.8% |
| 7D | +14.0% | -6.0% | +20.0% | +10.8% |
| 30D | -5.9% | -0.9% | -5.0% | -6.3% |
| 3M | -34.3% | +16.4% | -50.6% | -25.4% |
| 6M | -37.8% | -8.2% | -29.6% | -37.9% |
| All | -37.8% | -10.2% | -27.5% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling