+149.6%
GOOGL vs EOSE
+42.6%
+107.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | -1.4% | -6.8% | +5.4% | -1.3% |
| 3M | -5.3% | -36.3% | +31.0% | -4.3% |
| 6M | +9.8% | -38.8% | +48.5% | +10.5% |
| YTD | +8.4% | -65.5% | +73.9% | +10.2% |
| 1Y | +41.2% | -45.3% | +86.5% | +41.4% |
| 3Y | +149.6% | +44.2% | +105.4% | +147.6% |
| All | +149.6% | +42.6% | +107.0% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling