+273.0%
ELF vs EOSE
-82.3%
+355.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.6% | +3.6% |
| 7D | +1.6% | +9.8% | -8.2% | +0.9% |
| 30D | +9.1% | -2.1% | +11.2% | +8.9% |
| 3M | +28.2% | -54.1% | +82.3% | +33.2% |
| 6M | +119.5% | -76.9% | +196.5% | +135.8% |
| YTD | +55.2% | -83.3% | +138.5% | +66.6% |
| 1Y | +58.6% | -87.4% | +146.0% | +72.6% |
| 3Y | +21.3% | +61.9% | -40.6% | +2.9% |
| All | +273.0% | -82.3% | +355.3% | +275.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling