-87.3%
EOSE vs BRO
-4.7%
-82.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +0.7% | -12.8% | -11.7% |
| 7D | -5.1% | +9.9% | -15.0% | +1.6% |
| 30D | -42.3% | +22.3% | -64.6% | -32.7% |
| 3M | -50.8% | +5.3% | -56.1% | -48.7% |
| 6M | -69.8% | +30.3% | -100.2% | -63.2% |
| YTD | -83.6% | -5.7% | -77.9% | -81.1% |
| 1Y | -87.3% | -3.5% | -83.9% | -85.9% |
| All | -87.3% | -4.7% | -82.7% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling