+193.9%
EXPE vs EOSE
-57.1%
+251.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +10.8% | -18.7% | -8.5% |
| 7D | -9.8% | +41.4% | -51.2% | -11.8% |
| 30D | -11.5% | +3.6% | -15.1% | -12.0% |
| 3M | +21.7% | -35.7% | +57.4% | +23.9% |
| 6M | +10.4% | -29.9% | +40.2% | +10.2% |
| YTD | -2.5% | -62.5% | +59.9% | 0.0% |
| 1Y | +27.3% | -37.4% | +64.8% | +24.7% |
| 3Y | +153.5% | +55.8% | +97.7% | +116.0% |
| 5Y | +91.1% | -67.8% | +158.9% | +62.6% |
| All | +193.9% | -57.1% | +251.0% | +179.5% |
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