+332.9%
TER vs EOSE
-60.6%
+393.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +6.4% | +1.8% | +4.6% | +6.1% |
| 30D | -5.7% | -6.8% | +1.2% | -5.2% |
| 3M | -0.4% | -36.3% | +35.9% | +4.5% |
| 6M | +25.8% | -38.8% | +64.6% | +31.3% |
| YTD | +96.4% | -65.5% | +161.9% | +114.6% |
| 1Y | +229.2% | -45.3% | +274.5% | +237.6% |
| 3Y | +288.1% | +44.2% | +244.0% | +223.0% |
| 5Y | +219.9% | -69.5% | +289.4% | +162.0% |
| All | +332.9% | -60.6% | +393.5% | +297.8% |
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