-62.8%
W vs EOSE
-70.2%
+7.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.9% |
| 7D | +0.5% | +14.0% | -13.5% | -2.3% |
| 30D | -5.6% | -5.9% | +0.3% | -5.3% |
| 3M | +41.9% | -34.3% | +76.2% | +51.3% |
| 6M | +30.2% | -37.8% | +68.0% | +36.1% |
| YTD | -2.9% | -65.2% | +62.2% | +9.4% |
| 1Y | +11.6% | -41.9% | +53.5% | +8.3% |
| 3Y | +37.0% | +44.6% | -7.6% | -13.7% |
| 5Y | -62.8% | -69.2% | +6.4% | -75.2% |
| All | -62.8% | -70.2% | +7.4% | -75.2% |
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