+91.1%
EXE vs EOSE
-70.0%
+161.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -3.1% | +1.8% | -4.9% | -3.2% |
| 30D | -0.9% | -6.8% | +5.9% | -0.8% |
| 3M | +9.6% | -36.3% | +45.8% | +10.9% |
| 6M | -11.6% | -38.8% | +27.2% | -11.1% |
| YTD | -12.6% | -65.5% | +53.0% | -10.7% |
| 1Y | +1.2% | -45.3% | +46.5% | +0.1% |
| 3Y | +18.0% | +44.2% | -26.1% | +5.3% |
| All | +91.1% | -70.0% | +161.1% | +74.0% |
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