-57.3%
EOSE vs EAT
+402.7%
-460.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.4% | +14.2% | +12.1% |
| 7D | +41.4% | -4.9% | +46.4% | +43.9% |
| 30D | +3.6% | -1.2% | +4.8% | +3.4% |
| 3M | -35.7% | +52.2% | -88.0% | -46.6% |
| 6M | -29.9% | +65.0% | -94.9% | -45.1% |
| YTD | -62.5% | +55.0% | -117.5% | -70.1% |
| 1Y | -37.4% | +42.1% | -79.5% | -48.9% |
| 3Y | +55.8% | +614.7% | -558.9% | -44.2% |
| 5Y | -67.8% | +322.7% | -390.6% | -87.7% |
| All | -57.3% | +402.7% | -460.0% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling