+158.6%
F vs EOSE
-61.3%
+219.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.9% | -9.4% | +0.6% |
| 7D | +5.3% | +19.0% | -13.7% | +3.7% |
| 30D | +4.6% | +1.6% | +3.0% | +4.2% |
| 3M | -3.7% | -52.0% | +48.3% | +1.0% |
| 6M | +16.8% | -42.5% | +59.3% | +19.2% |
| YTD | +15.3% | -66.1% | +81.4% | +20.6% |
| 1Y | +31.0% | -47.1% | +78.1% | +30.4% |
| 3Y | +45.4% | +0.8% | +44.7% | +23.9% |
| 5Y | +54.7% | -71.7% | +126.3% | +26.5% |
| All | +158.6% | -61.3% | +219.9% | +136.3% |
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