-60.8%
EOSE vs EXEL
+170.5%
-231.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | 0.0% |
| 7D | +1.8% | -4.9% | +6.7% | +4.0% |
| 30D | -6.8% | +11.4% | -18.2% | -11.4% |
| 3M | -36.3% | +4.9% | -41.2% | -38.0% |
| 6M | -38.8% | +34.4% | -73.2% | -46.9% |
| YTD | -65.5% | +28.0% | -93.6% | -69.5% |
| 1Y | -45.3% | +43.6% | -88.9% | -54.2% |
| 3Y | +44.2% | +155.2% | -111.0% | -14.8% |
| 5Y | -69.5% | +181.2% | -250.7% | -82.7% |
| All | -60.8% | +170.5% | -231.2% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling