+564.1%
P vs EOSE
-82.0%
+646.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.0% | +12.4% | +4.4% |
| 7D | +17.8% | -3.7% | +21.6% | +18.1% |
| 30D | -29.9% | -22.0% | -7.9% | -28.2% |
| 3M | -1.2% | -57.3% | +56.1% | +7.1% |
| 6M | +32.1% | -77.7% | +109.8% | +51.9% |
| YTD | +64.3% | -84.2% | +148.5% | +90.8% |
| 1Y | +24.3% | -89.5% | +113.8% | +49.6% |
| 3Y | +203.2% | +41.4% | +161.8% | +150.0% |
| 5Y | +290.4% | -83.0% | +373.4% | +249.6% |
| All | +564.1% | -82.0% | +646.0% | +550.0% |
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