-45.3%
EOSE vs Z
-62.2%
+16.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.1% |
| 7D | +1.8% | -6.0% | +7.8% | +3.3% |
| 30D | -6.8% | -2.3% | -4.6% | -6.8% |
| 3M | -36.3% | -0.6% | -35.7% | -36.8% |
| 6M | -38.8% | -27.6% | -11.1% | -32.3% |
| YTD | -65.5% | -52.4% | -13.2% | -55.5% |
| 1Y | -45.3% | -63.6% | +18.3% | -34.5% |
| All | -45.3% | -62.2% | +16.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling