+200.6%
EXPE vs EOSE
-60.6%
+261.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | -5.8% | +1.8% | -7.6% | -6.0% |
| 30D | -13.6% | -6.8% | -6.8% | -13.6% |
| 3M | +25.2% | -36.3% | +61.5% | +27.5% |
| 6M | +22.3% | -38.8% | +61.1% | +23.3% |
| YTD | -0.3% | -65.5% | +65.2% | +2.8% |
| 1Y | +27.8% | -45.3% | +73.1% | +26.3% |
| 3Y | +162.4% | +44.2% | +118.3% | +124.6% |
| 5Y | +95.8% | -69.5% | +165.3% | +67.2% |
| All | +200.6% | -60.6% | +261.2% | +187.3% |
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