-60.9%
W vs EOSE
-57.1%
-3.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -1.4% |
| 7D | +6.5% | +41.4% | -35.0% | -0.4% |
| 30D | -6.2% | +3.6% | -9.8% | -7.6% |
| 3M | +48.9% | -35.7% | +84.6% | +58.1% |
| 6M | +31.2% | -29.9% | +61.0% | +33.8% |
| YTD | -0.4% | -62.5% | +62.0% | +9.5% |
| 1Y | +14.8% | -37.4% | +52.2% | +11.0% |
| 3Y | +40.5% | +55.8% | -15.3% | -5.9% |
| 5Y | -62.1% | -67.8% | +5.7% | -78.2% |
| All | -60.9% | -57.1% | -3.8% | -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 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