+113.0%
F vs EOSE
-82.0%
+195.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.2% | -2.2% |
| 7D | -3.9% | -3.7% | -0.2% | -3.7% |
| 30D | -0.5% | -22.0% | +21.5% | +0.8% |
| 3M | -12.9% | -57.3% | +44.4% | -8.1% |
| 6M | +1.5% | -77.7% | +79.2% | +11.5% |
| YTD | -5.0% | -84.2% | +79.2% | +4.4% |
| 1Y | -7.3% | -89.5% | +82.2% | +4.8% |
| 3Y | +45.3% | +41.4% | +3.8% | +18.3% |
| 5Y | -15.8% | -83.0% | +67.2% | -28.8% |
| All | +113.0% | -82.0% | +195.0% | +104.4% |
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 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