-68.6%
EOSE vs ESTC
-46.4%
-22.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.6% |
| 7D | +15.0% | -3.3% | +18.3% | +15.8% |
| 30D | +2.5% | +13.4% | -11.0% | -5.8% |
| 3M | -33.7% | +41.3% | -75.0% | -45.1% |
| 6M | -32.7% | +62.6% | -95.3% | -48.9% |
| YTD | -63.8% | +14.8% | -78.6% | -68.4% |
| 1Y | -40.5% | -5.1% | -35.5% | -43.7% |
| 3Y | +50.4% | +11.2% | +39.2% | +12.6% |
| 5Y | -68.6% | -47.0% | -21.6% | -72.6% |
| All | -68.6% | -46.4% | -22.2% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling