-58.8%
EOSE vs ES
-0.3%
-58.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | +15.0% | 0.0% | +15.0% | +14.9% |
| 30D | +2.5% | -1.0% | +3.5% | +2.6% |
| 3M | -33.7% | +1.5% | -35.2% | -34.7% |
| 6M | -32.7% | -3.5% | -29.3% | -32.5% |
| YTD | -63.8% | +7.0% | -70.8% | -65.6% |
| 1Y | -40.5% | +15.3% | -55.9% | -45.4% |
| 3Y | +50.4% | +30.2% | +20.2% | +27.6% |
| 5Y | -68.6% | -4.3% | -64.3% | -72.4% |
| All | -58.8% | -0.3% | -58.5% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling