+32.4%
ET vs EOSE
-42.0%
+74.4%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +0.2% | +1.8% | -1.6% | +0.3% |
| 30D | +2.9% | -6.8% | +9.7% | +2.8% |
| 3M | +16.8% | -36.3% | +53.1% | +16.6% |
| 6M | +18.9% | -38.8% | +57.6% | +18.9% |
| YTD | +37.7% | -65.5% | +103.2% | +38.8% |
| 1Y | +32.4% | -45.3% | +77.7% | +39.0% |
| All | +32.4% | -42.0% | +74.4% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling