+112.3%
EWZ vs EOSE
-60.6%
+172.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +0.9% | +1.8% | -0.9% | +0.8% |
| 30D | +12.8% | -6.8% | +19.6% | +12.9% |
| 3M | +10.8% | -36.3% | +47.0% | +12.3% |
| 6M | +2.5% | -38.8% | +41.3% | +3.4% |
| YTD | +21.4% | -65.5% | +86.9% | +24.3% |
| 1Y | +32.8% | -45.3% | +78.1% | +32.6% |
| 3Y | +45.2% | +44.2% | +1.0% | +32.7% |
| 5Y | +63.0% | -69.5% | +132.5% | +49.9% |
| All | +112.3% | -60.6% | +172.9% | +129.1% |
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