-61.5%
EOSE vs FIVE
+87.6%
-149.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.1% | +5.8% | +8.2% |
| 7D | +19.0% | +4.3% | +14.8% | +16.6% |
| 30D | +1.6% | +12.5% | -10.9% | -4.5% |
| 3M | -52.0% | +31.2% | -83.2% | -58.4% |
| 6M | -42.5% | +14.4% | -56.9% | -47.0% |
| YTD | -66.1% | +33.9% | -100.0% | -71.2% |
| 1Y | -47.1% | +65.1% | -112.2% | -59.7% |
| 3Y | +0.8% | +49.0% | -48.2% | -23.4% |
| 5Y | -71.7% | +30.3% | -102.0% | -78.5% |
| All | -61.5% | +87.6% | -149.0% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling