-82.6%
EOSE vs BURL
-10.8%
-71.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.1% | +7.5% |
| 7D | +9.8% | -1.6% | +11.4% | +10.9% |
| 30D | -2.1% | -7.7% | +5.7% | +3.1% |
| 3M | -54.1% | -31.7% | -22.4% | -43.7% |
| 6M | -76.9% | -15.2% | -61.8% | -75.7% |
| YTD | -83.3% | -15.9% | -67.4% | -82.3% |
| 1Y | -87.4% | -14.2% | -73.2% | -87.0% |
| 3Y | +61.9% | +93.5% | -31.6% | +6.0% |
| All | -82.6% | -10.8% | -71.8% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling