+68.6%
MAR vs EOSE
+42.6%
+26.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | -5.4% | -6.8% | +1.4% | -5.4% |
| 3M | -15.5% | -36.3% | +20.8% | -14.6% |
| 6M | +3.0% | -38.8% | +41.7% | +3.5% |
| YTD | +8.5% | -65.5% | +74.1% | +10.2% |
| 1Y | +26.0% | -45.3% | +71.2% | +25.0% |
| 3Y | +68.6% | +44.2% | +24.4% | +54.0% |
| All | +68.6% | +42.6% | +26.0% | +54.0% |
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