+55.8%
EOSE vs FIVE
+59.0%
-3.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.1% | +10.6% |
| 7D | +41.4% | +3.7% | +37.8% | +39.8% |
| 30D | +3.6% | +4.0% | -0.4% | +2.1% |
| 3M | -35.7% | +36.2% | -72.0% | -42.4% |
| 6M | -29.9% | +18.0% | -47.9% | -34.2% |
| YTD | -62.5% | +34.9% | -97.4% | -66.3% |
| 1Y | -37.4% | +67.9% | -105.3% | -47.6% |
| 3Y | +55.8% | +57.3% | -1.5% | +45.6% |
| All | +55.8% | +59.0% | -3.2% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling