-6.1%
F vs EOSE
-88.8%
+82.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.2% |
| 7D | -3.1% | +9.8% | -12.9% | -3.6% |
| 30D | 0.0% | -2.1% | +2.1% | -0.2% |
| 3M | -13.2% | -54.1% | +40.9% | -10.8% |
| 6M | -10.2% | -76.9% | +66.7% | -4.7% |
| YTD | -4.9% | -83.3% | +78.4% | -1.8% |
| 1Y | -6.1% | -87.4% | +81.4% | -1.0% |
| All | -6.1% | -88.8% | +82.7% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling