+18.9%
UL vs EOSE
-70.0%
+88.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -3.4% | +1.8% | -5.2% | -3.4% |
| 30D | +0.5% | -6.8% | +7.3% | +0.5% |
| 3M | +7.2% | -36.3% | +43.5% | +7.6% |
| 6M | -3.1% | -38.8% | +35.7% | -2.9% |
| YTD | -2.7% | -65.5% | +62.8% | -2.1% |
| 1Y | -10.2% | -45.3% | +35.1% | -10.9% |
| 3Y | +20.3% | +44.2% | -23.9% | +14.4% |
| All | +18.9% | -70.0% | +88.9% | +17.0% |
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