-82.7%
EOSE vs BURL
+25.8%
-108.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.6% | -5.8% | -6.7% |
| 7D | -7.9% | +4.1% | -12.0% | -9.3% |
| 30D | -43.9% | -9.5% | -34.4% | -40.8% |
| 3M | -55.8% | -33.5% | -22.3% | -46.4% |
| 6M | -73.4% | -22.1% | -51.3% | -70.9% |
| YTD | -84.8% | -14.6% | -70.2% | -84.1% |
| 1Y | -88.6% | -8.4% | -80.3% | -88.6% |
| 3Y | -2.8% | +86.6% | -89.4% | -30.0% |
| 5Y | -84.6% | -17.2% | -67.4% | -87.0% |
| All | -82.7% | +25.8% | -108.6% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling