-23.3%
ELF vs EOSE
+36.5%
-59.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.8% | -15.7% | -5.5% |
| 7D | -1.2% | +41.4% | -42.6% | -3.3% |
| 30D | +5.9% | +3.6% | +2.3% | +5.4% |
| 3M | +99.5% | -35.7% | +135.2% | +102.4% |
| 6M | +26.5% | -29.9% | +56.4% | +26.5% |
| YTD | +37.2% | -62.5% | +99.7% | +40.1% |
| 1Y | -24.4% | -37.4% | +13.0% | -25.1% |
| 3Y | -23.3% | +55.8% | -79.1% | -33.7% |
| All | -23.3% | +36.5% | -59.8% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling