-66.9%
SE vs EOSE
-70.2%
+3.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.5% |
| 7D | -4.8% | +14.0% | -18.8% | -6.4% |
| 30D | -18.1% | -5.9% | -12.2% | -17.9% |
| 3M | +30.6% | -34.3% | +64.9% | +35.2% |
| 6M | +20.8% | -37.8% | +58.5% | +23.5% |
| YTD | -15.6% | -65.2% | +49.6% | -10.2% |
| 1Y | -44.2% | -41.9% | -2.3% | -46.2% |
| 3Y | +181.5% | +44.6% | +137.0% | +103.9% |
| 5Y | -66.9% | -69.2% | +2.3% | -71.6% |
| All | -66.9% | -70.2% | +3.3% | -71.6% |
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 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