-81.0%
EOSE vs M
+385.5%
-466.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.9% |
| 7D | +9.8% | +7.0% | +2.8% | +6.8% |
| 30D | -2.1% | +8.9% | -11.0% | -4.7% |
| 3M | -54.1% | +4.5% | -58.6% | -54.6% |
| 6M | -76.9% | +36.2% | -113.1% | -79.6% |
| YTD | -83.3% | +15.1% | -98.5% | -84.4% |
| 1Y | -87.4% | +27.4% | -114.9% | -88.7% |
| 3Y | +61.9% | +160.1% | -98.3% | +2.6% |
| 5Y | -82.1% | -1.6% | -80.5% | -84.7% |
| All | -81.0% | +385.5% | -466.5% | -87.8% |
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