+44.2%
EOSE vs EFV
+90.2%
-46.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -3.3% |
| 7D | +1.8% | -0.8% | +2.6% | +3.4% |
| 30D | -6.8% | +0.6% | -7.5% | -7.9% |
| 3M | -36.3% | +7.5% | -43.8% | -44.6% |
| 6M | -38.8% | +13.0% | -51.8% | -51.1% |
| YTD | -65.5% | +18.3% | -83.8% | -75.3% |
| 1Y | -45.3% | +26.7% | -72.0% | -66.1% |
| 3Y | +44.2% | +89.6% | -45.4% | -70.2% |
| All | +44.2% | +90.2% | -46.1% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling