+83.0%
T vs EOSE
-60.6%
+143.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | +1.5% | +1.8% | -0.3% | +1.5% |
| 30D | +7.5% | -6.8% | +14.3% | +7.5% |
| 3M | +14.8% | -36.3% | +51.1% | +15.2% |
| 6M | -1.7% | -38.8% | +37.0% | -1.6% |
| YTD | +8.7% | -65.5% | +74.2% | +9.3% |
| 1Y | -7.5% | -45.3% | +37.8% | -7.8% |
| 3Y | +110.2% | +44.2% | +66.1% | +102.0% |
| 5Y | +71.6% | -69.5% | +141.1% | +59.3% |
| All | +83.0% | -60.6% | +143.6% | +78.5% |
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