+191.2%
TER vs EOSE
+48.1%
+143.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.5% | -10.9% | -6.3% |
| 7D | +14.4% | +9.8% | +4.6% | +12.5% |
| 30D | -30.6% | -2.1% | -28.5% | -30.9% |
| 3M | -39.2% | -54.1% | +14.9% | -32.5% |
| 6M | -31.3% | -76.9% | +45.7% | -16.8% |
| YTD | +29.1% | -83.3% | +112.4% | +57.4% |
| 1Y | +47.4% | -87.4% | +134.9% | +84.3% |
| 3Y | +191.2% | +61.9% | +129.4% | +162.0% |
| All | +191.2% | +48.1% | +143.2% | +162.0% |
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