+24.2%
EFX vs EOSE
-60.2%
+84.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | +0.1% |
| 7D | -11.1% | +14.0% | -25.1% | -11.8% |
| 30D | -7.4% | -5.9% | -1.5% | -7.4% |
| 3M | +1.5% | -34.3% | +35.8% | +2.7% |
| 6M | -13.7% | -37.8% | +24.1% | -13.2% |
| YTD | -21.9% | -65.2% | +43.3% | -19.9% |
| 1Y | -30.8% | -41.9% | +11.1% | -32.1% |
| 3Y | -12.4% | +44.6% | -56.9% | -24.1% |
| 5Y | -35.9% | -69.2% | +33.3% | -48.4% |
| All | +24.2% | -60.2% | +84.4% | +2.2% |
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 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