-60.8%
EOSE vs EL
-54.8%
-6.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +1.8% | -6.5% | +8.3% | +5.3% |
| 30D | -6.8% | +11.1% | -18.0% | -12.0% |
| 3M | -36.3% | +10.7% | -47.0% | -40.0% |
| 6M | -38.8% | +6.9% | -45.6% | -42.3% |
| YTD | -65.5% | -6.3% | -59.2% | -65.6% |
| 1Y | -45.3% | +13.5% | -58.8% | -51.2% |
| 3Y | +44.2% | -33.1% | +77.2% | +62.4% |
| 5Y | -69.5% | -68.8% | -0.7% | -42.0% |
| All | -60.8% | -54.8% | -6.0% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling