-60.4%
EOSE vs ESTC
-18.0%
-42.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -2.4% |
| 7D | +14.0% | -13.2% | +27.2% | +20.4% |
| 30D | -5.9% | +9.3% | -15.2% | -12.1% |
| 3M | -34.3% | +37.3% | -71.6% | -45.0% |
| 6M | -37.8% | +61.0% | -98.8% | -52.6% |
| YTD | -65.2% | +10.7% | -75.8% | -69.2% |
| 1Y | -41.9% | -7.2% | -34.7% | -44.6% |
| 3Y | +44.6% | +7.2% | +37.4% | +10.6% |
| 5Y | -69.2% | -47.7% | -21.5% | -70.3% |
| All | -60.4% | -18.0% | -42.4% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling