+136.0%
GOOG vs EOSE
-70.0%
+206.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | -2.0% | -6.8% | +4.9% | -1.8% |
| 3M | -5.9% | -36.3% | +30.4% | -4.3% |
| 6M | +8.9% | -38.8% | +47.7% | +10.0% |
| YTD | +7.1% | -65.5% | +72.6% | +10.2% |
| 1Y | +39.7% | -45.3% | +85.0% | +39.0% |
| 3Y | +145.8% | +44.2% | +101.7% | +120.5% |
| All | +136.0% | -70.0% | +206.0% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling