-60.8%
EOSE vs BTG
+3.2%
-64.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +1.8% | -3.8% | +5.6% | +3.4% |
| 30D | -6.8% | +3.6% | -10.5% | -8.6% |
| 3M | -36.3% | +32.0% | -68.3% | -44.7% |
| 6M | -38.8% | +3.4% | -42.1% | -40.5% |
| YTD | -65.5% | +20.8% | -86.3% | -69.1% |
| 1Y | -45.3% | +22.4% | -67.7% | -52.0% |
| 3Y | +44.2% | +91.7% | -47.6% | +0.4% |
| 5Y | -69.5% | +79.0% | -148.5% | -78.5% |
| All | -60.8% | +3.2% | -64.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling