-67.8%
EOSE vs FIVE
+38.7%
-106.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.1% | +10.4% |
| 7D | +41.4% | +3.7% | +37.8% | +39.0% |
| 30D | +3.6% | +4.0% | -0.4% | +1.3% |
| 3M | -35.7% | +36.2% | -72.0% | -45.6% |
| 6M | -29.9% | +18.0% | -47.9% | -36.6% |
| YTD | -62.5% | +34.9% | -97.4% | -68.4% |
| 1Y | -37.4% | +67.9% | -105.3% | -53.1% |
| 3Y | +55.8% | +57.3% | -1.5% | +13.8% |
| 5Y | -67.8% | +39.5% | -107.4% | -76.1% |
| All | -67.8% | +38.7% | -106.5% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling