-41.9%
EOSE vs ESTC
-8.5%
-33.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.6% |
| 7D | +14.0% | -13.2% | +27.2% | +15.0% |
| 30D | -5.9% | +9.3% | -15.2% | -8.0% |
| 3M | -34.3% | +37.3% | -71.6% | -37.6% |
| 6M | -37.8% | +61.0% | -98.8% | -42.0% |
| YTD | -65.2% | +10.7% | -75.8% | -63.8% |
| 1Y | -41.9% | -7.2% | -34.7% | -28.7% |
| All | -41.9% | -8.5% | -33.4% | -28.7% |
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