+179.3%
EXE vs EOSE
-83.1%
+262.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -0.1% |
| 7D | -1.8% | +41.4% | -43.2% | -3.2% |
| 30D | +6.4% | +3.6% | +2.8% | +6.1% |
| 3M | +9.2% | -35.7% | +45.0% | +10.6% |
| 6M | -7.0% | -29.9% | +22.9% | -7.0% |
| YTD | -9.5% | -62.5% | +53.0% | -7.9% |
| 1Y | +6.2% | -37.4% | +43.6% | +4.6% |
| 3Y | +20.7% | +55.8% | -35.1% | +8.0% |
| 5Y | +103.6% | -67.8% | +171.5% | +76.8% |
| All | +179.3% | -83.1% | +262.4% | +143.4% |
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