+292.2%
TER vs EOSE
+49.8%
+242.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.6% |
| 7D | +12.4% | +15.0% | -2.6% | +10.0% |
| 30D | +5.1% | +2.5% | +2.7% | +4.2% |
| 3M | +4.0% | -33.7% | +37.7% | +8.9% |
| 6M | +29.5% | -32.7% | +62.3% | +34.1% |
| YTD | +98.5% | -63.8% | +162.2% | +116.5% |
| 1Y | +234.1% | -40.5% | +274.6% | +242.6% |
| All | +292.2% | +49.8% | +242.4% | +231.2% |
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 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