-69.2%
EOSE vs EL
-69.5%
+0.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.5% | -2.6% |
| 7D | +14.0% | -4.4% | +18.4% | +16.8% |
| 30D | -5.9% | +10.3% | -16.2% | -10.9% |
| 3M | -34.3% | +13.4% | -47.6% | -39.1% |
| 6M | -37.8% | +3.1% | -40.8% | -40.3% |
| YTD | -65.2% | -6.9% | -58.3% | -65.2% |
| 1Y | -41.9% | +11.9% | -53.8% | -48.1% |
| 3Y | +44.6% | -33.8% | +78.4% | +66.6% |
| 5Y | -69.2% | -69.0% | -0.2% | -30.9% |
| All | -69.2% | -69.5% | +0.3% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling