+63.9%
ELV vs EOSE
-60.6%
+124.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +3.2% | +1.8% | +1.4% | +3.2% |
| 30D | +5.4% | -6.8% | +12.2% | +5.4% |
| 3M | +5.4% | -36.3% | +41.6% | +5.6% |
| 6M | +45.7% | -38.8% | +84.5% | +45.7% |
| YTD | +21.2% | -65.5% | +86.7% | +21.9% |
| 1Y | +35.6% | -45.3% | +80.9% | +35.7% |
| 3Y | -2.0% | +44.2% | -46.2% | -4.5% |
| 5Y | +26.0% | -69.5% | +95.5% | +18.7% |
| All | +63.9% | -60.6% | +124.5% | +71.1% |
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