-47.1%
EOSE vs EFV
+30.7%
-77.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +11.1% |
| 7D | +19.0% | +1.5% | +17.5% | +15.6% |
| 30D | +1.6% | +1.7% | -0.2% | -1.5% |
| 3M | -52.0% | +8.6% | -60.6% | -58.0% |
| 6M | -42.5% | +11.7% | -54.2% | -52.0% |
| YTD | -66.1% | +19.3% | -85.4% | -74.4% |
| 1Y | -47.1% | +30.2% | -77.3% | -60.9% |
| All | -47.1% | +30.7% | -77.8% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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