-68.6%
EOSE vs M
+22.2%
-90.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -1.4% |
| 7D | +15.0% | -4.1% | +19.0% | +17.3% |
| 30D | +2.5% | -13.6% | +16.1% | +10.1% |
| 3M | -33.7% | -2.3% | -31.4% | -33.4% |
| 6M | -32.7% | +21.9% | -54.6% | -39.0% |
| YTD | -63.8% | -0.6% | -63.2% | -64.3% |
| 1Y | -40.5% | +29.7% | -70.3% | -48.8% |
| 3Y | +50.4% | +107.3% | -56.9% | -6.3% |
| 5Y | -68.6% | +20.5% | -89.0% | -74.1% |
| All | -68.6% | +22.2% | -90.8% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling