+45.6%
EOSE vs EXEL
+160.7%
-115.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.3% | -3.3% |
| 7D | +14.0% | -2.9% | +16.9% | +15.0% |
| 30D | -5.9% | +11.9% | -17.8% | -9.6% |
| 3M | -34.3% | +9.2% | -43.5% | -36.5% |
| 6M | -37.8% | +39.1% | -76.8% | -44.7% |
| YTD | -65.2% | +31.0% | -96.2% | -68.5% |
| 1Y | -41.9% | +52.3% | -94.3% | -49.7% |
| All | +45.6% | +160.7% | -115.1% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling