+44.2%
EOSE vs BRO
-7.6%
+51.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +1.8% | -7.3% | +9.1% | +0.5% |
| 30D | -6.8% | -6.9% | 0.0% | -7.9% |
| 3M | -36.3% | +10.7% | -47.0% | -36.4% |
| 6M | -38.8% | -2.7% | -36.1% | -37.8% |
| YTD | -65.5% | -16.3% | -49.2% | -63.9% |
| 1Y | -45.3% | -29.1% | -16.2% | -39.8% |
| 3Y | +44.2% | -7.8% | +52.0% | +20.8% |
| All | +44.2% | -7.6% | +51.8% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling