+150.4%
NDAQ vs EOSE
-57.1%
+207.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -2.2% |
| 7D | -2.6% | +41.4% | -44.0% | -3.5% |
| 30D | +0.5% | +3.6% | -3.1% | +0.3% |
| 3M | +9.9% | -35.7% | +45.6% | +10.8% |
| 6M | +8.2% | -29.9% | +38.1% | +8.2% |
| YTD | -1.5% | -62.5% | +61.0% | -0.2% |
| 1Y | +1.3% | -37.4% | +38.7% | +0.4% |
| 3Y | +92.6% | +55.8% | +36.8% | +78.6% |
| 5Y | +53.8% | -67.8% | +121.6% | +37.6% |
| All | +150.4% | -57.1% | +207.5% | +133.9% |
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