-84.8%
EOSE vs EL
+25.6%
-110.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.3% | +6.3% | +9.8% |
| 7D | +9.7% | +2.5% | +7.2% | +8.7% |
| 30D | -34.6% | +20.1% | -54.6% | -39.3% |
| 3M | -50.8% | +29.3% | -80.1% | -55.5% |
| 6M | -66.5% | +38.8% | -105.2% | -71.1% |
| YTD | -81.3% | +8.1% | -89.4% | -82.7% |
| 1Y | -84.8% | +22.3% | -107.2% | -86.8% |
| All | -84.8% | +25.6% | -110.4% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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