-82.6%
EOSE vs S
-71.1%
-11.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +9.8% | +2.0% | +7.8% | +9.3% |
| 30D | -2.1% | -2.7% | +0.7% | -0.3% |
| 3M | -54.1% | -6.9% | -47.2% | -53.1% |
| 6M | -76.9% | +38.1% | -115.0% | -80.0% |
| YTD | -83.3% | +48.0% | -131.3% | -86.3% |
| 1Y | -87.4% | +34.5% | -121.9% | -89.3% |
| 3Y | +61.9% | +38.3% | +23.5% | +28.9% |
| All | -82.6% | -71.1% | -11.5% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling