-76.9%
EOSE vs M
+36.8%
-113.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.3% |
| 7D | +9.8% | +7.0% | +2.8% | +4.1% |
| 30D | -2.1% | +8.9% | -11.0% | -6.3% |
| 3M | -54.1% | +4.5% | -58.6% | -55.1% |
| 6M | -76.9% | +36.2% | -113.1% | -83.1% |
| All | -76.9% | +36.8% | -113.7% | -83.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling