-60.8%
EOSE vs EAT
+380.1%
-440.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +1.8% | -7.7% | +9.5% | +4.8% |
| 30D | -6.8% | -13.6% | +6.7% | -1.8% |
| 3M | -36.3% | +33.9% | -70.2% | -44.2% |
| 6M | -38.8% | +47.2% | -86.0% | -49.8% |
| YTD | -65.5% | +48.1% | -113.6% | -72.1% |
| 1Y | -45.3% | +33.7% | -79.0% | -54.3% |
| 3Y | +44.2% | +595.8% | -551.6% | -47.9% |
| 5Y | -69.5% | +314.4% | -383.9% | -88.2% |
| All | -60.8% | +380.1% | -440.9% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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