+17.2%
O vs EOSE
-70.2%
+87.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | -3.5% | +14.0% | -17.5% | -3.8% |
| 30D | -3.3% | -5.9% | +2.6% | -3.3% |
| 3M | -2.8% | -34.3% | +31.4% | -2.3% |
| 6M | -5.8% | -37.8% | +32.0% | -5.5% |
| YTD | +9.4% | -65.2% | +74.6% | +10.6% |
| 1Y | +5.7% | -41.9% | +47.6% | +4.8% |
| 3Y | +27.2% | +44.6% | -17.3% | +18.8% |
| 5Y | +17.2% | -69.2% | +86.4% | +11.9% |
| All | +17.2% | -70.2% | +87.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling