-60.4%
EOSE vs ES
-2.4%
-58.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.1% |
| 7D | +14.0% | -3.5% | +17.5% | +15.6% |
| 30D | -5.9% | -3.0% | -2.9% | -5.0% |
| 3M | -34.3% | -0.3% | -34.0% | -34.8% |
| 6M | -37.8% | -5.2% | -32.6% | -37.1% |
| YTD | -65.2% | +4.8% | -70.0% | -66.6% |
| 1Y | -41.9% | +12.7% | -54.6% | -46.2% |
| 3Y | +44.6% | +27.5% | +17.0% | +23.7% |
| 5Y | -69.2% | -4.7% | -64.5% | -72.4% |
| All | -60.4% | -2.4% | -58.0% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling