+141.1%
NDAQ vs EOSE
-60.6%
+201.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -5.6% | +1.8% | -7.4% | -5.6% |
| 30D | -4.4% | -6.8% | +2.5% | -4.3% |
| 3M | +5.9% | -36.3% | +42.2% | +6.7% |
| 6M | +7.7% | -38.8% | +46.5% | +8.2% |
| YTD | -5.2% | -65.5% | +60.4% | -3.7% |
| 1Y | -3.4% | -45.3% | +41.9% | -3.9% |
| 3Y | +85.6% | +44.2% | +41.5% | +72.5% |
| 5Y | +49.5% | -69.5% | +119.0% | +34.0% |
| All | +141.1% | -60.6% | +201.7% | +125.7% |
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