-60.4%
EOSE vs JAAA
+29.9%
-90.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.8% | -3.8% |
| 7D | +14.0% | +0.1% | +13.9% | +13.6% |
| 30D | -5.9% | +0.4% | -6.3% | -8.0% |
| 3M | -34.3% | +1.2% | -35.5% | -38.3% |
| 6M | -37.8% | +2.7% | -40.4% | -45.8% |
| YTD | -65.2% | +3.2% | -68.4% | -70.1% |
| 1Y | -41.9% | +4.8% | -46.7% | -53.3% |
| 3Y | +44.6% | +19.0% | +25.6% | -26.5% |
| 5Y | -69.2% | +26.8% | -96.0% | -88.1% |
| All | -60.4% | +29.9% | -90.3% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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