+44.2%
EOSE vs NTR
+36.8%
+7.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.8% | -1.3% | +3.1% | +2.5% |
| 30D | -6.8% | +16.8% | -23.6% | -13.3% |
| 3M | -36.3% | +20.7% | -57.0% | -42.4% |
| 6M | -38.8% | +0.5% | -39.3% | -39.8% |
| YTD | -65.5% | +29.2% | -94.7% | -72.3% |
| 1Y | -45.3% | +39.6% | -84.9% | -59.0% |
| 3Y | +44.2% | +37.9% | +6.3% | +3.0% |
| All | +44.2% | +36.8% | +7.4% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling