-61.5%
EOSE vs ES
+0.6%
-62.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.6% | +11.4% | +11.1% |
| 7D | +19.0% | +0.3% | +18.7% | +18.8% |
| 30D | +1.6% | -2.0% | +3.5% | +2.1% |
| 3M | -52.0% | +1.7% | -53.7% | -52.8% |
| 6M | -42.5% | -3.5% | -39.0% | -42.3% |
| YTD | -66.1% | +7.9% | -74.0% | -67.9% |
| 1Y | -47.1% | +17.2% | -64.3% | -51.8% |
| 3Y | +0.8% | +29.3% | -28.5% | -14.3% |
| 5Y | -71.7% | -5.7% | -65.9% | -75.6% |
| All | -61.5% | +0.6% | -62.0% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling