+27.4%
ECL vs EOSE
-69.0%
+96.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -2.0% |
| 7D | -2.7% | +15.0% | -17.7% | -3.2% |
| 30D | -4.3% | +2.5% | -6.8% | -4.5% |
| 3M | +3.2% | -33.7% | +36.9% | +4.2% |
| 6M | -2.9% | -32.7% | +29.8% | -2.7% |
| YTD | +4.3% | -63.8% | +68.0% | +6.1% |
| 1Y | +1.6% | -40.5% | +42.2% | +0.5% |
| 3Y | +54.3% | +50.4% | +3.9% | +39.6% |
| All | +27.4% | -69.0% | +96.5% | +13.9% |
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