-69.6%
EOSE vs INDA
+5.7%
-75.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.5% |
| 7D | +1.8% | -2.7% | +4.5% | +6.0% |
| 30D | -6.8% | -2.8% | -4.1% | -2.4% |
| 3M | -36.3% | +1.6% | -37.9% | -37.3% |
| 6M | -38.8% | -1.4% | -37.3% | -36.4% |
| YTD | -65.5% | -10.1% | -55.4% | -58.9% |
| 1Y | -45.3% | -8.8% | -36.5% | -36.6% |
| 3Y | +44.2% | +7.6% | +36.5% | +20.5% |
| All | -69.6% | +5.7% | -75.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling