-43.4%
ETSY vs EOSE
-60.2%
+16.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.4% | +0.9% |
| 7D | -12.7% | +14.0% | -26.7% | -13.9% |
| 30D | -9.9% | -5.9% | -4.0% | -10.0% |
| 3M | +4.2% | -34.3% | +38.4% | +6.5% |
| 6M | +34.2% | -37.8% | +71.9% | +35.8% |
| YTD | +29.1% | -65.2% | +94.3% | +35.1% |
| 1Y | +23.8% | -41.9% | +65.7% | +21.7% |
| 3Y | +6.6% | +44.6% | -37.9% | -15.0% |
| 5Y | -67.0% | -69.2% | +2.2% | -74.9% |
| All | -43.4% | -60.2% | +16.8% | -58.6% |
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