+209.8%
EWY vs EOSE
-60.2%
+270.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.9% |
| 7D | +1.2% | +14.0% | -12.8% | +0.2% |
| 30D | +9.3% | -5.9% | +15.2% | +9.5% |
| 3M | +2.4% | -34.3% | +36.7% | +4.8% |
| 6M | +40.3% | -37.8% | +78.0% | +43.5% |
| YTD | +88.0% | -65.2% | +153.2% | +96.2% |
| 1Y | +143.8% | -41.9% | +185.7% | +145.2% |
| 3Y | +217.8% | +44.6% | +173.2% | +188.8% |
| 5Y | +142.7% | -69.2% | +211.9% | +123.4% |
| All | +209.8% | -60.2% | +270.0% | +196.9% |
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