-58.8%
EOSE vs EFV
+166.9%
-225.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -1.9% |
| 7D | +15.0% | -0.5% | +15.5% | +15.8% |
| 30D | +2.5% | 0.0% | +2.5% | +2.6% |
| 3M | -33.7% | +8.4% | -42.1% | -42.1% |
| 6M | -32.7% | +12.3% | -45.1% | -43.9% |
| YTD | -63.8% | +17.4% | -81.2% | -72.3% |
| 1Y | -40.5% | +27.1% | -67.7% | -60.5% |
| 3Y | +50.4% | +90.7% | -40.3% | -48.9% |
| 5Y | -68.6% | +95.6% | -164.2% | -89.8% |
| All | -58.8% | +166.9% | -225.7% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling