-78.0%
EOSE vs S
-57.1%
-20.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | -6.8% | -11.4% | +4.6% | -3.6% |
| 3M | -36.3% | +33.8% | -70.1% | -43.7% |
| 6M | -38.8% | +39.5% | -78.2% | -46.9% |
| YTD | -65.5% | +31.7% | -97.2% | -70.0% |
| 1Y | -45.3% | +7.0% | -52.3% | -48.5% |
| 3Y | +44.2% | +11.8% | +32.4% | +26.6% |
| 5Y | -69.5% | -69.0% | -0.5% | -66.0% |
| All | -78.0% | -57.1% | -20.9% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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