+158.7%
P vs EOSE
+36.5%
+122.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.2% | +0.5% |
| 7D | +7.8% | +41.4% | -33.6% | +3.7% |
| 30D | +12.3% | +3.6% | +8.7% | +11.4% |
| 3M | +37.1% | -35.7% | +72.8% | +41.6% |
| 6M | +66.1% | -29.9% | +95.9% | +67.9% |
| YTD | +50.9% | -62.5% | +113.4% | +60.1% |
| 1Y | +27.2% | -37.4% | +64.6% | +28.2% |
| 3Y | +158.7% | +55.8% | +102.9% | +127.8% |
| All | +158.7% | +36.5% | +122.2% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling