+147.0%
ETR vs EOSE
-60.6%
+207.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.8% | +1.8% | -3.6% | -1.8% |
| 30D | -1.8% | -6.8% | +5.1% | -1.7% |
| 3M | -3.6% | -36.3% | +32.7% | -3.2% |
| 6M | +2.6% | -38.8% | +41.4% | +2.8% |
| YTD | +16.0% | -65.5% | +81.6% | +16.8% |
| 1Y | +20.1% | -45.3% | +65.4% | +20.1% |
| 3Y | +143.6% | +44.2% | +99.4% | +138.3% |
| 5Y | +124.4% | -69.5% | +193.9% | +110.7% |
| All | +147.0% | -60.6% | +207.6% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling