+467.6%
P vs EOSE
-60.2%
+527.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.8% | -2.6% |
| 7D | -4.1% | +14.0% | -18.1% | -5.6% |
| 30D | -14.0% | -5.9% | -8.1% | -13.8% |
| 3M | +41.4% | -34.3% | +75.7% | +46.3% |
| 6M | +54.2% | -37.8% | +91.9% | +57.9% |
| YTD | +40.4% | -65.2% | +105.6% | +50.8% |
| 1Y | +16.0% | -41.9% | +57.9% | +16.1% |
| 3Y | +140.7% | +44.6% | +96.1% | +97.9% |
| 5Y | +256.3% | -69.2% | +325.5% | +201.3% |
| All | +467.6% | -60.2% | +527.8% | +413.7% |
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 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