-45.3%
EOSE vs ESI
+34.2%
-79.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.5% |
| 7D | +1.8% | -4.6% | +6.4% | +6.4% |
| 30D | -6.8% | -10.5% | +3.7% | +3.4% |
| 3M | -36.3% | -19.8% | -16.5% | -22.4% |
| 6M | -38.8% | +5.8% | -44.6% | -43.5% |
| YTD | -65.5% | +38.3% | -103.8% | -77.6% |
| 1Y | -45.3% | +31.5% | -76.8% | -60.5% |
| All | -45.3% | +34.2% | -79.5% | -60.5% |
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