-53.3%
U vs EOSE
-60.6%
+7.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.7% |
| 7D | +5.5% | +1.8% | +3.7% | +5.1% |
| 30D | -1.3% | -6.8% | +5.6% | -1.0% |
| 3M | +64.6% | -36.3% | +100.9% | +73.1% |
| 6M | +119.4% | -38.8% | +158.1% | +126.9% |
| YTD | -0.5% | -65.5% | +65.1% | +10.3% |
| 1Y | +1.3% | -45.3% | +46.6% | +1.7% |
| 3Y | +15.6% | +44.2% | -28.5% | -16.2% |
| 5Y | -67.5% | -69.5% | +2.0% | -78.4% |
| All | -53.3% | -60.6% | +7.3% | -71.8% |
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