+577.2%
ET vs EOSE
-58.6%
+635.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.9% |
| 7D | +0.6% | +15.0% | -14.3% | +0.1% |
| 30D | +5.3% | +2.5% | +2.8% | +5.0% |
| 3M | +15.6% | -33.7% | +49.4% | +16.7% |
| 6M | +20.6% | -32.7% | +53.4% | +20.8% |
| YTD | +38.5% | -63.8% | +102.3% | +41.1% |
| 1Y | +35.7% | -40.5% | +76.3% | +34.2% |
| 3Y | +98.4% | +50.4% | +48.0% | +80.7% |
| 5Y | +245.3% | -68.6% | +313.8% | +206.2% |
| All | +577.2% | -58.6% | +635.8% | +525.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling