+174.0%
QQQ vs EOSE
-60.6%
+234.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -0.6% | +1.8% | -2.4% | -0.7% |
| 30D | -1.2% | -6.8% | +5.6% | -1.1% |
| 3M | -0.2% | -36.3% | +36.1% | +1.8% |
| 6M | +17.9% | -38.8% | +56.7% | +19.5% |
| YTD | +16.6% | -65.5% | +82.2% | +20.8% |
| 1Y | +23.0% | -45.3% | +68.3% | +22.7% |
| 3Y | +92.9% | +44.2% | +48.8% | +71.4% |
| 5Y | +95.6% | -69.5% | +165.1% | +67.1% |
| All | +174.0% | -60.6% | +234.6% | +148.9% |
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