+23.1%
ECL vs EOSE
-85.5%
+108.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.6% | -9.2% | +3.4% |
| 7D | +7.7% | +9.7% | -2.0% | +7.7% |
| 30D | +13.7% | -34.6% | +48.2% | +13.6% |
| 3M | +11.6% | -50.8% | +62.4% | +11.5% |
| 6M | +23.9% | -66.5% | +90.4% | +24.0% |
| YTD | +21.0% | -81.3% | +102.3% | +20.1% |
| 1Y | +23.1% | -84.8% | +107.9% | +22.8% |
| All | +23.1% | -85.5% | +108.6% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling