+265.2%
EWT vs EOSE
-60.6%
+325.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -1.1% | +1.8% | -2.9% | -1.3% |
| 30D | +4.5% | -6.8% | +11.3% | +4.6% |
| 3M | +8.3% | -36.3% | +44.5% | +10.3% |
| 6M | +54.2% | -38.8% | +93.0% | +56.5% |
| YTD | +74.6% | -65.5% | +140.1% | +80.4% |
| 1Y | +84.9% | -45.3% | +130.2% | +85.5% |
| 3Y | +197.5% | +44.2% | +153.4% | +172.3% |
| 5Y | +150.6% | -69.5% | +220.1% | +128.7% |
| All | +265.2% | -60.6% | +325.8% | +239.8% |
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