-60.8%
EOSE vs NWSA
+133.1%
-193.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +1.8% | -2.8% | +4.6% | +3.9% |
| 30D | -6.8% | +3.0% | -9.9% | -9.5% |
| 3M | -36.3% | +12.3% | -48.6% | -43.4% |
| 6M | -38.8% | +21.9% | -60.6% | -49.4% |
| YTD | -65.5% | +13.6% | -79.1% | -70.6% |
| 1Y | -45.3% | +0.5% | -45.8% | -48.1% |
| 3Y | +44.2% | +43.8% | +0.4% | -1.9% |
| 5Y | -69.5% | +41.2% | -110.7% | -79.8% |
| All | -60.8% | +133.1% | -193.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling