+44.1%
PL vs EOSE
-87.5%
+131.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.8% | +0.7% |
| 7D | +5.6% | -8.4% | +14.0% | +7.0% |
| 30D | -16.9% | -31.0% | +14.0% | -11.8% |
| 3M | -38.2% | -57.0% | +18.8% | -29.4% |
| 6M | -63.4% | -78.3% | +14.8% | -53.1% |
| YTD | -27.6% | -84.8% | +57.2% | -5.7% |
| 1Y | +6.6% | -90.9% | +97.5% | +51.0% |
| 3Y | +557.6% | +35.9% | +521.7% | +433.1% |
| 5Y | +39.5% | -84.1% | +123.5% | +14.2% |
| All | +44.1% | -87.5% | +131.6% | +18.4% |
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