-54.6%
U vs EOSE
-57.1%
+2.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | +0.9% |
| 7D | +4.5% | +41.4% | -37.0% | -1.7% |
| 30D | -0.6% | +3.6% | -4.2% | -2.0% |
| 3M | +48.4% | -35.7% | +84.2% | +56.0% |
| 6M | +115.4% | -29.9% | +145.2% | +117.9% |
| YTD | -3.2% | -62.5% | +59.3% | +5.8% |
| 1Y | -6.0% | -37.4% | +31.4% | -7.7% |
| 3Y | +13.5% | +55.8% | -42.3% | -18.7% |
| 5Y | -68.0% | -67.8% | -0.2% | -79.0% |
| All | -54.6% | -57.1% | +2.5% | -72.9% |
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