+14.1%
EOSE vs BURL
+63.9%
-49.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.2% | +9.3% |
| 7D | +19.0% | -2.8% | +21.8% | +20.8% |
| 30D | +1.6% | -28.2% | +29.7% | +22.8% |
| 3M | -52.0% | -17.6% | -34.4% | -47.4% |
| 6M | -42.5% | -11.8% | -30.7% | -40.6% |
| YTD | -66.1% | -8.1% | -58.0% | -66.0% |
| 1Y | -47.1% | -12.0% | -35.2% | -46.3% |
| All | +14.1% | +63.9% | -49.8% | -28.0% |
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