+112.5%
NET vs EOSE
-71.7%
+184.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.9% | -12.8% | -3.3% |
| 7D | -7.0% | +19.0% | -26.0% | -9.3% |
| 30D | -4.8% | +1.6% | -6.4% | -5.4% |
| 3M | +3.8% | -52.0% | +55.8% | +11.6% |
| 6M | +50.0% | -42.5% | +92.6% | +53.2% |
| YTD | +41.5% | -66.1% | +107.6% | +50.0% |
| 1Y | +32.8% | -47.1% | +80.0% | +29.9% |
| 3Y | +335.9% | +0.8% | +335.1% | +236.6% |
| All | +112.5% | -71.7% | +184.1% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling