-28.8%
ELF vs EOSE
-43.4%
+14.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.5% | -4.0% |
| 7D | -10.8% | +14.0% | -24.8% | -11.8% |
| 30D | +0.8% | -5.9% | +6.7% | +0.9% |
| 3M | +64.8% | -34.3% | +99.0% | +67.1% |
| 6M | +19.0% | -37.8% | +56.7% | +18.7% |
| YTD | +25.9% | -65.2% | +91.1% | +28.2% |
| 1Y | -28.8% | -41.9% | +13.2% | -24.7% |
| All | -28.8% | -43.4% | +14.6% | -24.7% |
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