-47.1%
EOSE vs NTR
+43.1%
-90.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.6% | +12.4% | +10.8% |
| 7D | +19.0% | +8.1% | +10.9% | +19.7% |
| 30D | +1.6% | +18.8% | -17.2% | +3.1% |
| 3M | -52.0% | +16.2% | -68.2% | -51.2% |
| 6M | -42.5% | +9.8% | -52.3% | -42.2% |
| YTD | -66.1% | +30.9% | -97.0% | -68.4% |
| 1Y | -47.1% | +41.8% | -88.9% | -51.0% |
| All | -47.1% | +43.1% | -90.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling