-58.8%
EOSE vs INDA
+56.4%
-115.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.2% |
| 7D | +15.0% | -2.6% | +17.6% | +19.3% |
| 30D | +2.5% | -2.9% | +5.4% | +7.3% |
| 3M | -33.7% | +2.4% | -36.1% | -35.4% |
| 6M | -32.7% | -2.6% | -30.1% | -29.0% |
| YTD | -63.8% | -10.0% | -53.8% | -57.3% |
| 1Y | -40.5% | -7.7% | -32.9% | -32.7% |
| 3Y | +50.4% | +8.9% | +41.5% | +27.5% |
| 5Y | -68.6% | +6.0% | -74.5% | -71.7% |
| All | -58.8% | +56.4% | -115.2% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling