-76.9%
EOSE vs ES
+7.8%
-84.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +6.0% |
| 7D | +9.8% | +2.7% | +7.1% | +11.4% |
| 30D | -2.1% | +7.6% | -9.6% | +3.5% |
| 3M | -54.1% | +0.5% | -54.6% | -53.9% |
| 6M | -76.9% | +7.6% | -84.5% | -76.5% |
| All | -76.9% | +7.8% | -84.7% | -76.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling