+44.2%
EOSE vs BTG
+94.8%
-50.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +1.8% | -3.8% | +5.6% | +3.6% |
| 30D | -6.8% | +3.6% | -10.5% | -8.8% |
| 3M | -36.3% | +32.0% | -68.3% | -45.6% |
| 6M | -38.8% | +3.4% | -42.1% | -40.8% |
| YTD | -65.5% | +20.8% | -86.3% | -69.5% |
| 1Y | -45.3% | +22.4% | -67.7% | -53.1% |
| 3Y | +44.2% | +91.7% | -47.6% | -2.1% |
| All | +44.2% | +94.8% | -50.7% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling