+65.5%
T vs EOSE
+48.1%
+17.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | 0.0% |
| 7D | +2.5% | +9.8% | -7.2% | +2.6% |
| 30D | -3.8% | -2.1% | -1.7% | -3.8% |
| 3M | -8.7% | -54.1% | +45.3% | -9.1% |
| 6M | -8.1% | -76.9% | +68.8% | -8.5% |
| YTD | -6.4% | -83.3% | +76.9% | -6.8% |
| 1Y | -9.8% | -87.4% | +77.7% | -10.0% |
| 3Y | +65.5% | +61.9% | +3.6% | +60.3% |
| All | +65.5% | +48.1% | +17.4% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling