-60.8%
EOSE vs NTRS
+182.4%
-243.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.8% |
| 7D | +1.8% | +1.4% | +0.4% | +0.7% |
| 30D | -6.8% | -0.7% | -6.2% | -6.6% |
| 3M | -36.3% | +11.3% | -47.6% | -41.1% |
| 6M | -38.8% | +35.5% | -74.3% | -50.8% |
| YTD | -65.5% | +40.6% | -106.1% | -72.8% |
| 1Y | -45.3% | +49.2% | -94.5% | -58.1% |
| 3Y | +44.2% | +167.2% | -123.1% | -26.3% |
| 5Y | -69.5% | +94.9% | -164.4% | -80.8% |
| All | -60.8% | +182.4% | -243.2% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling