+119.3%
F vs EOSE
-80.2%
+199.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.4% | -14.6% | -1.3% |
| 7D | -2.1% | -7.0% | +4.9% | -1.8% |
| 30D | +3.3% | -16.7% | +20.1% | +4.1% |
| 3M | -11.3% | -53.1% | +41.8% | -7.1% |
| 6M | +5.3% | -76.8% | +82.1% | +15.4% |
| YTD | -2.2% | -82.6% | +80.4% | +6.7% |
| 1Y | -3.5% | -89.3% | +85.7% | +8.9% |
| 3Y | +49.5% | +55.5% | -5.9% | +20.9% |
| 5Y | -13.5% | -81.9% | +68.3% | -27.3% |
| All | +119.3% | -80.2% | +199.4% | +108.9% |
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