-61.4%
W vs EOSE
-60.6%
-0.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | -0.9% | +1.8% | -2.7% | -1.3% |
| 30D | -4.2% | -6.8% | +2.6% | -3.8% |
| 3M | +26.9% | -36.3% | +63.2% | +35.1% |
| 6M | +31.2% | -38.8% | +70.0% | +37.1% |
| YTD | -1.8% | -65.5% | +63.7% | +9.6% |
| 1Y | +9.3% | -45.3% | +54.6% | +8.2% |
| 3Y | +33.2% | +44.2% | -11.0% | -9.6% |
| 5Y | -62.4% | -69.5% | +7.1% | -78.1% |
| All | -61.4% | -60.6% | -0.8% | -78.6% |
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