-82.9%
EOSE vs RACE
+67.1%
-150.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.4% | +7.5% |
| 7D | +6.8% | +3.9% | +2.9% | +4.5% |
| 30D | -25.4% | +7.4% | -32.8% | -28.7% |
| 3M | -54.7% | +1.6% | -56.3% | -54.9% |
| 6M | -76.5% | +23.3% | -99.8% | -80.0% |
| YTD | -83.6% | +14.7% | -98.3% | -85.6% |
| 1Y | -89.7% | +2.5% | -92.2% | -90.1% |
| 3Y | +38.7% | +28.0% | +10.8% | -5.2% |
| 5Y | -82.9% | +69.8% | -152.7% | -92.9% |
| All | -82.9% | +67.1% | -150.0% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling