-27.2%
ELAN vs EOSE
-60.6%
+33.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | -5.4% | +1.8% | -7.2% | -5.6% |
| 30D | +4.7% | -6.8% | +11.5% | +4.8% |
| 3M | -3.7% | -36.3% | +32.6% | -2.0% |
| 6M | -1.2% | -38.8% | +37.6% | -0.2% |
| YTD | +2.4% | -65.5% | +67.9% | +5.7% |
| 1Y | +23.4% | -45.3% | +68.7% | +22.6% |
| 3Y | +96.7% | +44.2% | +52.5% | +77.5% |
| 5Y | -30.6% | -69.5% | +38.9% | -40.8% |
| All | -27.2% | -60.6% | +33.4% | -38.9% |
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 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