+166.4%
RF vs EOSE
-81.0%
+247.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +1.0% |
| 7D | +1.9% | +9.8% | -7.8% | +1.4% |
| 30D | +7.3% | -2.1% | +9.4% | +7.0% |
| 3M | -7.9% | -54.1% | +46.2% | -5.1% |
| 6M | +10.5% | -76.9% | +87.5% | +17.0% |
| YTD | +9.6% | -83.3% | +93.0% | +15.9% |
| 1Y | +20.3% | -87.4% | +107.7% | +28.7% |
| 3Y | +119.5% | +61.9% | +57.7% | +90.7% |
| 5Y | +48.2% | -82.1% | +130.3% | +29.8% |
| All | +166.4% | -81.0% | +247.4% | +171.8% |
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