+83.9%
EXC vs EOSE
-60.2%
+144.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.7% |
| 7D | -1.6% | +14.0% | -15.6% | -1.7% |
| 30D | -2.4% | -5.9% | +3.5% | -2.4% |
| 3M | -4.0% | -34.3% | +30.3% | -3.7% |
| 6M | -9.8% | -37.8% | +28.0% | -9.7% |
| YTD | +2.3% | -65.2% | +67.5% | +2.9% |
| 1Y | +3.8% | -41.9% | +45.8% | +3.3% |
| 3Y | +19.7% | +44.6% | -24.8% | +14.6% |
| 5Y | +45.6% | -69.2% | +114.8% | +33.5% |
| All | +83.9% | -60.2% | +144.1% | +80.3% |
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 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