-69.2%
EOSE vs TECH
-42.4%
-26.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.6% | -3.7% |
| 7D | +14.0% | -0.5% | +14.5% | +14.3% |
| 30D | -5.9% | 0.0% | -5.9% | -5.9% |
| 3M | -34.3% | +37.4% | -71.7% | -45.3% |
| 6M | -37.8% | +36.9% | -74.6% | -50.1% |
| YTD | -65.2% | +23.1% | -88.3% | -70.6% |
| 1Y | -41.9% | +42.2% | -84.2% | -55.9% |
| 3Y | +44.6% | +1.9% | +42.6% | +29.7% |
| 5Y | -69.2% | -42.9% | -26.3% | -58.2% |
| All | -69.2% | -42.4% | -26.8% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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