-84.8%
EOSE vs BURL
-4.6%
-80.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.7% | +4.9% | +10.2% |
| 7D | +9.7% | +10.4% | -0.7% | +6.8% |
| 30D | -34.6% | -4.9% | -29.6% | -33.7% |
| 3M | -50.8% | -29.8% | -21.1% | -45.9% |
| 6M | -66.5% | -16.5% | -50.0% | -66.3% |
| YTD | -81.3% | -10.5% | -70.8% | -81.4% |
| 1Y | -84.8% | -5.3% | -79.5% | -85.2% |
| All | -84.8% | -4.6% | -80.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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