-84.8%
EOSE vs ESI
+27.8%
-112.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -4.6% | +17.3% | +16.5% |
| 7D | +9.7% | -6.6% | +16.3% | +15.7% |
| 30D | -34.6% | -10.9% | -23.6% | -28.0% |
| 3M | -50.8% | -13.8% | -37.0% | -44.4% |
| 6M | -66.5% | -21.5% | -44.9% | -59.0% |
| YTD | -81.3% | +34.7% | -116.0% | -87.4% |
| 1Y | -84.8% | +24.9% | -109.7% | -88.6% |
| All | -84.8% | +27.8% | -112.7% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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