+68.6%
EOSE vs BURL
+97.8%
-29.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.9% | +13.4% | +13.9% |
| 7D | -7.0% | -0.8% | -6.2% | -6.2% |
| 30D | -16.7% | -4.4% | -12.3% | -14.1% |
| 3M | -53.1% | -28.6% | -24.5% | -43.9% |
| 6M | -76.8% | -12.3% | -64.5% | -76.2% |
| YTD | -82.6% | -11.3% | -71.4% | -82.2% |
| 1Y | -89.3% | -10.4% | -78.8% | -89.2% |
| All | +68.6% | +97.8% | -29.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling