-60.8%
EOSE vs INDA
+56.1%
-116.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.4% |
| 7D | +1.8% | -2.7% | +4.5% | +5.8% |
| 30D | -6.8% | -2.8% | -4.1% | -2.7% |
| 3M | -36.3% | +1.6% | -37.9% | -37.3% |
| 6M | -38.8% | -1.4% | -37.3% | -36.5% |
| YTD | -65.5% | -10.1% | -55.4% | -59.3% |
| 1Y | -45.3% | -8.8% | -36.5% | -36.9% |
| 3Y | +44.2% | +7.6% | +36.5% | +24.6% |
| 5Y | -69.5% | +5.8% | -75.3% | -72.5% |
| All | -60.8% | +56.1% | -116.9% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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