+38.2%
O vs EOSE
-60.6%
+98.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -2.9% | +1.8% | -4.7% | -2.9% |
| 30D | -4.5% | -6.8% | +2.3% | -4.5% |
| 3M | -2.6% | -36.3% | +33.6% | -2.2% |
| 6M | -5.6% | -38.8% | +33.1% | -5.4% |
| YTD | +9.3% | -65.5% | +74.8% | +10.1% |
| 1Y | +4.3% | -45.3% | +49.6% | +3.8% |
| 3Y | +27.4% | +44.2% | -16.7% | +21.3% |
| 5Y | +17.1% | -69.5% | +86.5% | +6.5% |
| All | +38.2% | -60.6% | +98.8% | +33.0% |
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