+79.8%
T vs EOSE
-57.1%
+136.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -0.4% |
| 7D | -1.5% | +41.4% | -43.0% | -1.8% |
| 30D | +7.6% | +3.6% | +4.0% | +7.5% |
| 3M | +15.3% | -35.7% | +51.0% | +15.7% |
| 6M | -8.5% | -29.9% | +21.4% | -8.4% |
| YTD | +6.8% | -62.5% | +69.2% | +7.3% |
| 1Y | -7.2% | -37.4% | +30.2% | -7.7% |
| 3Y | +108.2% | +55.8% | +52.5% | +100.0% |
| 5Y | +66.1% | -67.8% | +133.9% | +54.0% |
| All | +79.8% | -57.1% | +136.9% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling