-60.8%
EOSE vs BUD
+62.2%
-122.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | +1.8% | -2.6% | +4.4% | +3.2% |
| 30D | -6.8% | -1.2% | -5.6% | -6.3% |
| 3M | -36.3% | -4.9% | -31.4% | -35.4% |
| 6M | -38.8% | +9.3% | -48.0% | -42.9% |
| YTD | -65.5% | +24.0% | -89.5% | -70.9% |
| 1Y | -45.3% | +34.5% | -79.8% | -56.6% |
| 3Y | +44.2% | +43.7% | +0.5% | +8.1% |
| 5Y | -69.5% | +46.0% | -115.5% | -77.5% |
| All | -60.8% | +62.2% | -122.9% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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