+412.2%
NET vs EOSE
-78.7%
+490.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.6% | -15.2% | -4.0% |
| 7D | -16.4% | +9.7% | -26.1% | -17.3% |
| 30D | -25.8% | -34.6% | +8.7% | -22.7% |
| 3M | -11.5% | -50.8% | +39.3% | -5.4% |
| 6M | +18.9% | -66.5% | +85.4% | +29.5% |
| YTD | +35.2% | -81.3% | +116.5% | +51.9% |
| 1Y | +14.5% | -84.8% | +99.3% | +31.0% |
| 3Y | +313.8% | +8.6% | +305.2% | +209.6% |
| 5Y | +32.6% | -80.7% | +113.3% | +2.5% |
| All | +412.2% | -78.7% | +490.8% | +324.1% |
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