-57.3%
EOSE vs ESI
+228.9%
-286.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.3% | +10.4% |
| 7D | +41.4% | +5.4% | +36.1% | +36.3% |
| 30D | +3.6% | -4.2% | +7.8% | +7.2% |
| 3M | -35.7% | -9.6% | -26.1% | -30.8% |
| 6M | -29.9% | +18.3% | -48.2% | -38.2% |
| YTD | -62.5% | +45.8% | -108.3% | -71.6% |
| 1Y | -37.4% | +39.2% | -76.6% | -50.4% |
| 3Y | +55.8% | +86.3% | -30.5% | -6.0% |
| 5Y | -67.8% | +76.2% | -144.0% | -80.5% |
| All | -57.3% | +228.9% | -286.2% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling