+37.8%
NOW vs EOSE
-60.2%
+98.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | -9.9% | +14.0% | -23.9% | -10.6% |
| 30D | +2.8% | -5.9% | +8.7% | +2.9% |
| 3M | +23.7% | -34.3% | +57.9% | +25.5% |
| 6M | +12.5% | -37.8% | +50.2% | +13.5% |
| YTD | -14.4% | -65.2% | +50.8% | -11.8% |
| 1Y | -29.0% | -41.9% | +12.9% | -30.1% |
| 3Y | +9.3% | +44.6% | -35.3% | -5.0% |
| 5Y | +1.2% | -69.2% | +70.4% | -13.6% |
| All | +37.8% | -60.2% | +98.0% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling