-27.0%
ETHA vs EOSE
+113.5%
-140.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.4% |
| 7D | +3.5% | +1.8% | +1.7% | +3.0% |
| 30D | +35.3% | -6.8% | +42.2% | +35.6% |
| 3M | +50.9% | -36.3% | +87.2% | +59.3% |
| 6M | +22.1% | -38.8% | +60.9% | +26.5% |
| YTD | -14.6% | -65.5% | +51.0% | -4.0% |
| 1Y | -42.8% | -45.3% | +2.5% | -40.0% |
| All | -27.0% | +113.5% | -140.5% | -43.0% |
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