-84.8%
EOSE vs EXEL
+92.4%
-177.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.6% | +12.0% | +12.3% |
| 7D | +9.7% | +9.8% | 0.0% | +4.5% |
| 30D | -34.6% | +23.6% | -58.2% | -41.7% |
| 3M | -50.8% | +29.9% | -80.7% | -57.7% |
| 6M | -66.5% | +64.7% | -131.2% | -75.6% |
| YTD | -81.3% | +66.0% | -147.3% | -86.7% |
| 1Y | -84.8% | +92.0% | -176.8% | -91.0% |
| All | -84.8% | +92.4% | -177.2% | -91.0% |
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