+35.3%
EWZ vs EOSE
-43.4%
+78.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.5% |
| 7D | +1.1% | +14.0% | -12.9% | +0.2% |
| 30D | +13.5% | -5.9% | +19.4% | +13.5% |
| 3M | +15.2% | -34.3% | +49.5% | +17.1% |
| 6M | +3.7% | -37.8% | +41.5% | +4.6% |
| YTD | +22.5% | -65.2% | +87.7% | +26.0% |
| 1Y | +35.3% | -41.9% | +77.2% | +37.6% |
| All | +35.3% | -43.4% | +78.7% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling