+19.4%
EW vs EOSE
-57.1%
+76.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.8% | -14.4% | -4.0% |
| 7D | -4.4% | +41.4% | -45.9% | -5.9% |
| 30D | -3.3% | +3.6% | -7.0% | -3.7% |
| 3M | +1.0% | -35.7% | +36.7% | +2.3% |
| 6M | +6.2% | -29.9% | +36.1% | +6.4% |
| YTD | +1.7% | -62.5% | +64.2% | +3.7% |
| 1Y | +8.1% | -37.4% | +45.5% | +6.1% |
| 3Y | +17.1% | +55.8% | -38.7% | +2.9% |
| 5Y | -29.4% | -67.8% | +38.5% | -40.2% |
| All | +19.4% | -57.1% | +76.6% | +7.5% |
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