+52.0%
V vs EOSE
+49.8%
+2.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.1% | -0.3% |
| 7D | -2.9% | +15.0% | -17.9% | -3.0% |
| 30D | +1.9% | +2.5% | -0.6% | +1.8% |
| 3M | +13.2% | -33.7% | +46.9% | +13.6% |
| 6M | +16.7% | -32.7% | +49.5% | +16.7% |
| YTD | +5.4% | -63.8% | +69.2% | +6.0% |
| 1Y | +7.7% | -40.5% | +48.2% | +7.1% |
| All | +52.0% | +49.8% | +2.2% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling