+55.8%
EOSE vs ES
+33.1%
+22.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +10.5% |
| 7D | +41.4% | +1.4% | +40.0% | +40.5% |
| 30D | +3.6% | -1.2% | +4.8% | +3.9% |
| 3M | -35.7% | +5.0% | -40.7% | -38.0% |
| 6M | -29.9% | -2.8% | -27.0% | -29.6% |
| YTD | -62.5% | +8.6% | -71.1% | -65.1% |
| 1Y | -37.4% | +18.9% | -56.3% | -45.1% |
| 3Y | +55.8% | +32.1% | +23.7% | +13.5% |
| All | +55.8% | +33.1% | +22.7% | +13.5% |
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