+43.6%
IT vs EOSE
-60.6%
+104.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.3% |
| 7D | -3.7% | +1.8% | -5.5% | -3.8% |
| 30D | +0.1% | -6.8% | +6.9% | +0.1% |
| 3M | +20.7% | -36.3% | +57.0% | +21.8% |
| 6M | +12.0% | -38.8% | +50.7% | +12.5% |
| YTD | -28.8% | -65.5% | +36.7% | -27.5% |
| 1Y | -25.5% | -45.3% | +19.8% | -26.0% |
| 3Y | -48.8% | +44.2% | -92.9% | -52.9% |
| 5Y | -42.7% | -69.5% | +26.8% | -49.6% |
| All | +43.6% | -60.6% | +104.3% | +41.6% |
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 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