-84.8%
EOSE vs ESTC
+1.6%
-86.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.9% | +13.5% | +12.7% |
| 7D | +9.7% | -15.9% | +25.6% | +12.0% |
| 30D | -34.6% | -5.5% | -29.0% | -34.0% |
| 3M | -50.8% | +26.2% | -77.0% | -52.7% |
| 6M | -66.5% | +77.0% | -143.5% | -69.0% |
| YTD | -81.3% | +18.9% | -100.2% | -80.5% |
| 1Y | -84.8% | +1.3% | -86.1% | -82.4% |
| All | -84.8% | +1.6% | -86.4% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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