-60.4%
EOSE vs M
+299.5%
-359.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.7% | +0.8% | -1.9% |
| 7D | +14.0% | -8.8% | +22.8% | +18.4% |
| 30D | -5.9% | -16.4% | +10.5% | +1.4% |
| 3M | -34.3% | -10.8% | -23.5% | -31.3% |
| 6M | -37.8% | +16.1% | -53.9% | -41.4% |
| YTD | -65.2% | -5.3% | -59.9% | -64.8% |
| 1Y | -41.9% | +24.9% | -66.8% | -47.7% |
| 3Y | +44.6% | +97.5% | -53.0% | +2.8% |
| 5Y | -69.2% | +20.4% | -89.6% | -73.5% |
| All | -60.4% | +299.5% | -359.9% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling