-84.8%
EOSE vs M
+36.6%
-121.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.6% | +5.0% | +8.2% |
| 7D | +9.7% | +8.3% | +1.5% | +5.0% |
| 30D | -34.6% | +14.2% | -48.7% | -38.9% |
| 3M | -50.8% | -1.1% | -49.7% | -50.7% |
| 6M | -66.5% | +36.6% | -103.1% | -71.6% |
| YTD | -81.3% | +19.8% | -101.1% | -84.2% |
| 1Y | -84.8% | +37.2% | -122.0% | -87.7% |
| All | -84.8% | +36.6% | -121.4% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling