-87.3%
EOSE vs NTRS
+37.4%
-124.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -3.7% | -8.4% | -7.2% |
| 7D | -5.1% | -0.9% | -4.2% | -3.0% |
| 30D | -42.3% | +1.1% | -43.5% | -42.3% |
| 3M | -50.8% | -6.6% | -44.2% | -46.5% |
| 6M | -69.8% | +7.1% | -76.9% | -72.5% |
| YTD | -83.6% | +27.4% | -111.0% | -89.6% |
| 1Y | -87.3% | +36.5% | -123.9% | -93.4% |
| All | -87.3% | +37.4% | -124.7% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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