+171.6%
QQQ vs EOSE
-60.2%
+231.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.8% |
| 7D | -1.3% | +14.0% | -15.3% | -2.1% |
| 30D | -1.4% | -5.9% | +4.5% | -1.3% |
| 3M | +2.3% | -34.3% | +36.5% | +4.1% |
| 6M | +16.9% | -37.8% | +54.6% | +18.4% |
| YTD | +15.6% | -65.2% | +80.8% | +19.7% |
| 1Y | +22.6% | -41.9% | +64.5% | +21.9% |
| 3Y | +93.5% | +44.6% | +49.0% | +71.9% |
| 5Y | +93.9% | -69.2% | +163.1% | +65.6% |
| All | +171.6% | -60.2% | +231.8% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling