+40.4%
PL vs EOSE
-87.0%
+127.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +6.0% | -1.4% |
| 7D | +22.3% | -3.7% | +26.0% | +22.7% |
| 30D | -8.3% | -22.0% | +13.7% | -5.1% |
| 3M | -43.3% | -57.3% | +14.0% | -35.2% |
| 6M | -65.8% | -77.7% | +11.8% | -56.5% |
| YTD | -29.5% | -84.2% | +54.7% | -9.0% |
| 1Y | +11.7% | -89.5% | +101.3% | +54.2% |
| 3Y | +540.6% | +41.4% | +499.1% | +414.3% |
| 5Y | +32.9% | -83.0% | +115.9% | +7.7% |
| All | +40.4% | -87.0% | +127.4% | +14.2% |
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