-60.8%
EOSE vs EFV
+169.0%
-229.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -3.0% |
| 7D | +1.8% | -0.8% | +2.6% | +3.2% |
| 30D | -6.8% | +0.6% | -7.5% | -7.8% |
| 3M | -36.3% | +7.5% | -43.8% | -43.6% |
| 6M | -38.8% | +13.0% | -51.8% | -49.5% |
| YTD | -65.5% | +18.3% | -83.8% | -74.0% |
| 1Y | -45.3% | +26.7% | -72.0% | -63.5% |
| 3Y | +44.2% | +89.6% | -45.4% | -50.6% |
| 5Y | -69.5% | +98.2% | -167.7% | -90.3% |
| All | -60.8% | +169.0% | -229.8% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling