-60.8%
EOSE vs BRO
+56.9%
-117.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.8% | -7.3% | +9.1% | +3.8% |
| 30D | -6.8% | -6.9% | 0.0% | -5.4% |
| 3M | -36.3% | +10.7% | -47.0% | -40.2% |
| 6M | -38.8% | -2.7% | -36.1% | -39.6% |
| YTD | -65.5% | -16.3% | -49.2% | -63.8% |
| 1Y | -45.3% | -29.1% | -16.2% | -37.1% |
| 3Y | +44.2% | -7.8% | +52.0% | +32.1% |
| 5Y | -69.5% | +18.7% | -88.2% | -74.3% |
| All | -60.8% | +56.9% | -117.7% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling