+44.2%
EOSE vs BWA
+70.7%
-26.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.7% |
| 7D | +1.8% | -1.3% | +3.1% | +2.4% |
| 30D | -6.8% | -2.9% | -3.9% | -5.1% |
| 3M | -36.3% | -10.7% | -25.6% | -32.8% |
| 6M | -38.8% | +26.5% | -65.2% | -44.2% |
| YTD | -65.5% | +49.1% | -114.6% | -71.5% |
| 1Y | -45.3% | +52.1% | -97.3% | -55.3% |
| 3Y | +44.2% | +72.6% | -28.4% | +2.4% |
| All | +44.2% | +70.7% | -26.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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