-57.3%
EOSE vs M
+337.5%
-394.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.6% | +13.4% | +11.9% |
| 7D | +41.4% | +2.4% | +39.1% | +40.2% |
| 30D | +3.6% | -11.6% | +15.2% | +9.0% |
| 3M | -35.7% | +1.6% | -37.3% | -36.5% |
| 6M | -29.9% | +25.2% | -55.1% | -36.0% |
| YTD | -62.5% | +3.8% | -66.2% | -63.5% |
| 1Y | -37.4% | +36.3% | -73.8% | -45.6% |
| 3Y | +55.8% | +116.3% | -60.5% | +6.7% |
| 5Y | -67.8% | +28.2% | -96.0% | -73.2% |
| All | -57.3% | +337.5% | -394.8% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling