+101.2%
ET vs EOSE
+44.0%
+57.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.3% |
| 7D | +1.4% | +14.0% | -12.6% | +1.0% |
| 30D | +4.6% | -5.9% | +10.5% | +4.6% |
| 3M | +16.0% | -34.3% | +50.3% | +16.9% |
| 6M | +22.8% | -37.8% | +60.6% | +23.3% |
| YTD | +38.9% | -65.2% | +104.0% | +41.3% |
| 1Y | +34.1% | -41.9% | +76.0% | +32.4% |
| All | +101.2% | +44.0% | +57.1% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling