+307.0%
TER vs EOSE
-61.3%
+368.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.9% | -5.4% | +4.1% |
| 7D | +0.6% | +19.0% | -18.4% | -1.8% |
| 30D | -8.3% | +1.6% | -9.8% | -8.8% |
| 3M | -12.2% | -52.0% | +39.8% | -4.7% |
| 6M | +17.1% | -42.5% | +59.6% | +23.2% |
| YTD | +84.7% | -66.1% | +150.8% | +102.3% |
| 1Y | +199.9% | -47.1% | +247.1% | +208.8% |
| 3Y | +232.8% | +0.8% | +232.0% | +186.9% |
| 5Y | +198.6% | -71.7% | +270.2% | +146.4% |
| All | +307.0% | -61.3% | +368.3% | +275.1% |
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