-29.3%
EW vs EOSE
-70.0%
+40.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -6.2% | +1.8% | -8.0% | -6.3% |
| 30D | -9.3% | -6.8% | -2.5% | -9.2% |
| 3M | -1.6% | -36.3% | +34.7% | -0.3% |
| 6M | -0.8% | -38.8% | +37.9% | -0.1% |
| YTD | -1.0% | -65.5% | +64.5% | +1.4% |
| 1Y | +8.2% | -45.3% | +53.4% | +6.5% |
| 3Y | +12.7% | +44.2% | -31.5% | -2.1% |
| All | -29.3% | -70.0% | +40.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling