-47.1%
EOSE vs EXEL
+59.2%
-106.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.2% | +11.1% | +11.0% |
| 7D | +19.0% | +8.4% | +10.6% | +14.2% |
| 30D | +1.6% | +4.1% | -2.5% | -0.9% |
| 3M | -52.0% | +12.4% | -64.4% | -55.1% |
| 6M | -42.5% | +41.5% | -84.1% | -53.2% |
| YTD | -66.1% | +34.6% | -100.8% | -71.7% |
| 1Y | -47.1% | +57.9% | -105.0% | -58.2% |
| All | -47.1% | +59.2% | -106.4% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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