+211.9%
TER vs EOSE
-70.2%
+282.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.3% | -3.0% |
| 7D | +9.4% | +14.0% | -4.6% | +7.4% |
| 30D | -2.4% | -5.9% | +3.5% | -2.1% |
| 3M | +6.5% | -34.3% | +40.8% | +11.5% |
| 6M | +23.2% | -37.8% | +60.9% | +28.4% |
| YTD | +91.5% | -65.2% | +156.7% | +109.4% |
| 1Y | +214.8% | -41.9% | +256.7% | +221.0% |
| 3Y | +275.3% | +44.6% | +230.8% | +211.4% |
| 5Y | +211.9% | -69.2% | +281.1% | +164.7% |
| All | +211.9% | -70.2% | +282.1% | +164.7% |
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