-69.6%
EOSE vs Z
-64.7%
-4.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -3.0% |
| 7D | +1.8% | -6.0% | +7.8% | +4.6% |
| 30D | -6.8% | -2.3% | -4.6% | -6.7% |
| 3M | -36.3% | -0.6% | -35.7% | -37.7% |
| 6M | -38.8% | -27.6% | -11.1% | -29.7% |
| YTD | -65.5% | -52.4% | -13.2% | -51.1% |
| 1Y | -45.3% | -63.6% | +18.3% | -11.0% |
| 3Y | +44.2% | -36.4% | +80.5% | +64.2% |
| All | -69.6% | -64.7% | -4.9% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling