+68.6%
PL vs EOSE
-71.3%
+139.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.4% |
| 7D | -9.0% | +14.0% | -23.0% | -11.4% |
| 30D | -29.6% | -5.9% | -23.7% | -29.3% |
| 3M | -45.7% | -34.3% | -11.4% | -42.3% |
| 6M | -34.3% | -37.8% | +3.5% | -30.5% |
| YTD | -15.4% | -65.2% | +49.8% | -4.0% |
| 1Y | +86.1% | -41.9% | +128.0% | +92.9% |
| 3Y | +509.1% | +44.6% | +464.6% | +376.8% |
| 5Y | +68.3% | -69.2% | +137.5% | +20.1% |
| All | +68.6% | -71.3% | +139.8% | +20.6% |
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