+272.2%
MAR vs EOSE
-58.6%
+330.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.0% |
| 7D | -0.5% | +15.0% | -15.4% | -1.2% |
| 30D | -4.7% | +2.5% | -7.1% | -5.0% |
| 3M | -15.6% | -33.7% | +18.1% | -14.6% |
| 6M | +1.2% | -32.7% | +34.0% | +1.5% |
| YTD | +7.5% | -63.8% | +71.3% | +9.9% |
| 1Y | +26.6% | -40.5% | +67.2% | +25.0% |
| 3Y | +66.0% | +50.4% | +15.6% | +47.6% |
| 5Y | +154.1% | -68.6% | +222.7% | +120.2% |
| All | +272.2% | -58.6% | +330.9% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling