+68.3%
T vs EOSE
-70.2%
+138.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +1.6% |
| 7D | -2.4% | +14.0% | -16.4% | -2.6% |
| 30D | +4.3% | -5.9% | +10.2% | +4.3% |
| 3M | +11.6% | -34.3% | +45.8% | +11.9% |
| 6M | -5.6% | -37.8% | +32.2% | -5.4% |
| YTD | +6.6% | -65.2% | +71.7% | +7.4% |
| 1Y | -8.4% | -41.9% | +33.5% | -8.9% |
| 3Y | +107.8% | +44.6% | +63.3% | +97.1% |
| 5Y | +68.3% | -69.2% | +137.5% | +60.7% |
| All | +68.3% | -70.2% | +138.5% | +60.7% |
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