+35.9%
EOSE vs ES
+46.6%
-10.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.5% |
| 7D | -8.4% | +0.9% | -9.3% | -8.7% |
| 30D | -31.0% | +5.9% | -36.9% | -32.8% |
| 3M | -57.0% | -1.0% | -56.0% | -57.1% |
| 6M | -78.3% | +7.2% | -85.4% | -79.4% |
| YTD | -84.8% | +7.0% | -91.8% | -85.8% |
| 1Y | -90.9% | +0.5% | -91.4% | -91.2% |
| 3Y | +35.9% | +48.7% | -12.7% | +6.4% |
| All | +35.9% | +46.6% | -10.6% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling