+113.5%
NI vs EOSE
-60.2%
+173.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.5% |
| 7D | -0.6% | +14.0% | -14.6% | -0.8% |
| 30D | -1.4% | -5.9% | +4.5% | -1.4% |
| 3M | -10.6% | -34.3% | +23.7% | -10.1% |
| 6M | -9.9% | -37.8% | +27.9% | -9.7% |
| YTD | +1.2% | -65.2% | +66.3% | +2.1% |
| 1Y | +4.4% | -41.9% | +46.3% | +4.1% |
| 3Y | +68.6% | +44.6% | +24.0% | +62.0% |
| 5Y | +98.0% | -69.2% | +167.2% | +81.7% |
| All | +113.5% | -60.2% | +173.7% | +106.7% |
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 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