+151.3%
ETR vs EOSE
-58.6%
+209.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | +0.4% | +15.0% | -14.6% | +0.2% |
| 30D | +2.0% | +2.5% | -0.4% | +1.9% |
| 3M | -1.7% | -33.7% | +32.0% | -1.3% |
| 6M | +3.6% | -32.7% | +36.3% | +3.6% |
| YTD | +18.0% | -63.8% | +81.8% | +18.8% |
| 1Y | +26.2% | -40.5% | +66.8% | +26.0% |
| 3Y | +148.0% | +50.4% | +97.6% | +142.5% |
| 5Y | +126.1% | -68.6% | +194.6% | +112.1% |
| All | +151.3% | -58.6% | +209.9% | +143.1% |
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 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