-57.3%
EOSE vs BUD
+65.3%
-122.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +11.2% |
| 7D | +41.4% | +0.8% | +40.7% | +40.8% |
| 30D | +3.6% | -4.8% | +8.4% | +6.1% |
| 3M | -35.7% | +1.4% | -37.1% | -37.3% |
| 6M | -29.9% | +9.9% | -39.7% | -34.7% |
| YTD | -62.5% | +26.3% | -88.8% | -68.6% |
| 1Y | -37.4% | +36.1% | -73.6% | -50.7% |
| 3Y | +55.8% | +48.6% | +7.2% | +14.5% |
| 5Y | -67.8% | +45.0% | -112.8% | -76.2% |
| All | -57.3% | +65.3% | -122.6% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling