+1.5%
F vs EOSE
-78.3%
+79.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.2% | -2.4% |
| 7D | -3.9% | -3.7% | -0.2% | -3.7% |
| 30D | -0.5% | -22.0% | +21.5% | +0.4% |
| 3M | -12.9% | -57.3% | +44.4% | -10.1% |
| 6M | +1.5% | -77.7% | +79.2% | +14.9% |
| All | +1.5% | -78.3% | +79.8% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling