-39.6%
EOSE vs ES
+15.1%
-54.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | +15.0% | 0.0% | +15.0% | +15.0% |
| 30D | +2.5% | -1.0% | +3.5% | +2.5% |
| 3M | -33.7% | +1.5% | -35.2% | -34.6% |
| 6M | -32.7% | -3.5% | -29.3% | -32.0% |
| YTD | -63.8% | +7.0% | -70.8% | -66.0% |
| All | -39.6% | +15.1% | -54.7% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling