-60.4%
EOSE vs BR
+35.2%
-95.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.9% |
| 7D | +14.0% | -6.0% | +20.0% | +18.2% |
| 30D | -5.9% | -0.9% | -5.0% | -6.2% |
| 3M | -34.3% | +16.4% | -50.6% | -42.5% |
| 6M | -37.8% | -8.2% | -29.6% | -34.9% |
| YTD | -65.2% | -23.2% | -42.0% | -58.5% |
| 1Y | -41.9% | -30.9% | -11.0% | -22.8% |
| 3Y | +44.6% | -5.0% | +49.6% | +37.3% |
| 5Y | -69.2% | +8.8% | -78.0% | -75.7% |
| All | -60.4% | +35.2% | -95.5% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling