-52.0%
EOSE vs EL
+25.6%
-77.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.0% | +7.9% | +9.7% |
| 7D | +19.0% | +0.8% | +18.2% | +18.6% |
| 30D | +1.6% | +19.8% | -18.3% | -2.4% |
| 3M | -52.0% | +25.7% | -77.7% | -52.9% |
| All | -52.0% | +25.6% | -77.6% | -52.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling