+72.7%
PL vs EOSE
-69.1%
+141.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.7% |
| 7D | -13.9% | +15.0% | -28.8% | -16.3% |
| 30D | -25.5% | +2.5% | -27.9% | -26.3% |
| 3M | -44.8% | -33.7% | -11.0% | -41.3% |
| 6M | -33.3% | -32.7% | -0.6% | -30.4% |
| YTD | -12.7% | -63.8% | +51.1% | -1.2% |
| 1Y | +90.9% | -40.5% | +131.5% | +97.0% |
| 3Y | +528.5% | +50.4% | +478.1% | +381.4% |
| 5Y | +72.7% | -68.6% | +141.3% | +34.4% |
| All | +72.7% | -69.1% | +141.8% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling