+93.1%
EXPE vs EOSE
-70.2%
+163.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +1.8% |
| 7D | -8.7% | +14.0% | -22.7% | -9.5% |
| 30D | -13.6% | -5.9% | -7.7% | -13.6% |
| 3M | +26.6% | -34.3% | +60.9% | +28.7% |
| 6M | +19.9% | -37.8% | +57.7% | +20.7% |
| YTD | -1.7% | -65.2% | +63.5% | +1.4% |
| 1Y | +29.4% | -41.9% | +71.4% | +27.3% |
| 3Y | +155.7% | +44.6% | +111.1% | +118.1% |
| 5Y | +93.1% | -69.2% | +162.3% | +92.4% |
| All | +93.1% | -70.2% | +163.3% | +92.4% |
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 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