-60.4%
EOSE vs BTG
+2.8%
-63.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.5% |
| 7D | +14.0% | -5.5% | +19.5% | +16.7% |
| 30D | -5.9% | +6.1% | -12.0% | -8.7% |
| 3M | -34.3% | +38.6% | -72.9% | -44.3% |
| 6M | -37.8% | +0.7% | -38.4% | -38.9% |
| YTD | -65.2% | +20.3% | -85.5% | -68.7% |
| 1Y | -41.9% | +25.0% | -67.0% | -49.5% |
| 3Y | +44.6% | +97.3% | -52.7% | -0.4% |
| 5Y | -69.2% | +78.3% | -147.5% | -78.3% |
| All | -60.4% | +2.8% | -63.2% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling