+222.9%
EWY vs EOSE
+42.6%
+180.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.3% |
| 7D | -0.1% | +1.8% | -1.9% | -0.3% |
| 30D | +7.3% | -6.8% | +14.1% | +7.6% |
| 3M | -5.1% | -36.3% | +31.2% | -2.4% |
| 6M | +42.1% | -38.8% | +80.8% | +46.1% |
| YTD | +94.1% | -65.5% | +159.6% | +103.2% |
| 1Y | +147.8% | -45.3% | +193.1% | +151.4% |
| 3Y | +222.9% | +44.2% | +178.8% | +199.3% |
| All | +222.9% | +42.6% | +180.3% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling