+96.0%
EXC vs EOSE
-81.0%
+176.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +1.3% |
| 7D | +1.4% | +9.8% | -8.4% | +1.3% |
| 30D | +8.6% | -2.1% | +10.6% | +8.5% |
| 3M | +2.4% | -54.1% | +56.5% | +2.9% |
| 6M | +6.5% | -76.9% | +83.4% | +7.6% |
| YTD | +9.0% | -83.3% | +92.4% | +10.2% |
| 1Y | +4.6% | -87.4% | +92.0% | +6.0% |
| 3Y | +33.5% | +61.9% | -28.4% | +26.9% |
| 5Y | +41.4% | -82.1% | +123.5% | +30.6% |
| All | +96.0% | -81.0% | +176.9% | +93.1% |
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 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