+67.6%
EWZ vs EOSE
-68.2%
+135.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.8% | +1.5% |
| 7D | +5.6% | +41.4% | -35.9% | +3.9% |
| 30D | +9.3% | +3.6% | +5.6% | +8.9% |
| 3M | +15.7% | -35.7% | +51.4% | +17.2% |
| 6M | +7.4% | -29.9% | +37.3% | +7.7% |
| YTD | +22.7% | -62.5% | +85.2% | +25.2% |
| 1Y | +36.4% | -37.4% | +73.8% | +35.5% |
| 3Y | +50.4% | +55.8% | -5.4% | +37.2% |
| 5Y | +67.6% | -67.8% | +135.5% | +64.7% |
| All | +67.6% | -68.2% | +135.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling