+158.0%
INTC vs EOSE
-60.6%
+218.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +7.5% | +1.8% | +5.6% | +7.3% |
| 30D | +2.0% | -6.8% | +8.8% | +2.3% |
| 3M | -12.0% | -36.3% | +24.3% | -9.2% |
| 6M | +114.5% | -38.8% | +153.3% | +120.4% |
| YTD | +179.0% | -65.5% | +244.5% | +195.7% |
| 1Y | +318.3% | -45.3% | +363.6% | +327.7% |
| 3Y | +171.2% | +44.2% | +127.1% | +147.2% |
| 5Y | +107.6% | -69.5% | +177.1% | +86.3% |
| All | +158.0% | -60.6% | +218.6% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling