-10.2%
NI vs EOSE
-31.4%
+21.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.6% |
| 7D | +1.3% | +15.0% | -13.7% | +1.4% |
| 30D | -0.3% | +2.5% | -2.7% | -0.2% |
| 3M | -9.5% | -33.7% | +24.3% | -9.8% |
| 6M | -10.2% | -32.7% | +22.5% | -11.0% |
| All | -10.2% | -31.4% | +21.2% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling