+72.2%
EQX vs EOSE
-70.0%
+142.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -3.2% | +1.8% | -5.0% | -3.4% |
| 30D | +7.8% | -6.8% | +14.6% | +8.0% |
| 3M | +21.3% | -36.3% | +57.6% | +24.5% |
| 6M | -22.4% | -38.8% | +16.3% | -20.9% |
| YTD | -11.3% | -65.5% | +54.2% | -7.0% |
| 1Y | +13.5% | -45.3% | +58.8% | +14.0% |
| 3Y | +162.1% | +44.2% | +118.0% | +129.5% |
| All | +72.2% | -70.0% | +142.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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