-84.8%
EOSE vs EFV
+25.8%
-110.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.1% | +9.5% | +6.0% |
| 7D | +9.7% | +2.9% | +6.9% | +3.7% |
| 30D | -34.6% | +3.6% | -38.1% | -39.0% |
| 3M | -50.8% | -0.1% | -50.7% | -50.5% |
| 6M | -66.5% | +9.6% | -76.1% | -70.9% |
| YTD | -81.3% | +17.0% | -98.3% | -86.4% |
| 1Y | -84.8% | +25.7% | -110.5% | -90.7% |
| All | -84.8% | +25.8% | -110.6% | -90.7% |
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