-81.0%
EOSE vs ES
+2.7%
-83.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +9.8% | +2.7% | +7.1% | +8.7% |
| 30D | -2.1% | +7.6% | -9.6% | -4.9% |
| 3M | -54.1% | +0.5% | -54.6% | -54.4% |
| 6M | -76.9% | +7.6% | -84.5% | -77.9% |
| YTD | -83.3% | +10.2% | -93.6% | -84.4% |
| 1Y | -87.4% | +1.8% | -89.3% | -87.8% |
| 3Y | +61.9% | +55.4% | +6.5% | +29.3% |
| 5Y | -82.1% | +7.3% | -89.4% | -83.7% |
| All | -81.0% | +2.7% | -83.8% | -82.9% |
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