+45.6%
EOSE vs EAT
+585.9%
-540.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +14.0% | -6.2% | +20.2% | +16.0% |
| 30D | -5.9% | -3.0% | -2.9% | -5.5% |
| 3M | -34.3% | +45.6% | -79.9% | -42.7% |
| 6M | -37.8% | +53.5% | -91.3% | -47.9% |
| YTD | -65.2% | +49.6% | -114.8% | -70.8% |
| 1Y | -41.9% | +38.9% | -80.8% | -50.0% |
| All | +45.6% | +585.9% | -540.3% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling