-67.8%
EOSE vs RACE
+92.4%
-160.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.8% | +11.5% |
| 7D | +41.4% | -1.0% | +42.5% | +42.3% |
| 30D | +3.6% | -1.5% | +5.1% | +4.9% |
| 3M | -35.7% | +15.5% | -51.2% | -42.6% |
| 6M | -29.9% | +17.3% | -47.1% | -38.1% |
| YTD | -62.5% | +11.1% | -73.6% | -66.5% |
| 1Y | -37.4% | -14.3% | -23.1% | -32.2% |
| 3Y | +55.8% | +40.2% | +15.6% | -4.9% |
| 5Y | -67.8% | +92.6% | -160.4% | -86.0% |
| All | -67.8% | +92.4% | -160.3% | -86.0% |
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