-18.0%
ELF vs EOSE
-49.1%
+31.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | +1.3% |
| 7D | +5.4% | +19.0% | -13.7% | +3.8% |
| 30D | +27.0% | +1.6% | +25.4% | +26.5% |
| 3M | +113.2% | -52.0% | +165.2% | +121.1% |
| 6M | +36.6% | -42.5% | +79.1% | +37.0% |
| YTD | +44.2% | -66.1% | +110.4% | +47.1% |
| 1Y | -18.0% | -47.1% | +29.2% | -9.6% |
| All | -18.0% | -49.1% | +31.1% | -9.6% |
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 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