-60.4%
EOSE vs FIVE
+79.4%
-139.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.6% |
| 7D | +14.0% | +0.6% | +13.4% | +14.0% |
| 30D | -5.9% | +3.0% | -8.9% | -7.4% |
| 3M | -34.3% | +23.2% | -57.5% | -41.0% |
| 6M | -37.8% | +9.2% | -46.9% | -41.2% |
| YTD | -65.2% | +28.1% | -93.3% | -69.7% |
| 1Y | -41.9% | +65.3% | -107.2% | -55.6% |
| 3Y | +44.6% | +49.4% | -4.8% | +8.1% |
| 5Y | -69.2% | +29.5% | -98.7% | -76.4% |
| All | -60.4% | +79.4% | -139.8% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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