-82.7%
EOSE vs FIVE
+88.5%
-171.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -8.4% | +7.3% | -15.8% | -11.2% |
| 30D | -31.0% | +18.1% | -49.0% | -36.3% |
| 3M | -57.0% | +7.7% | -64.7% | -58.8% |
| 6M | -78.3% | +13.6% | -91.9% | -80.0% |
| YTD | -84.8% | +34.6% | -119.4% | -87.2% |
| 1Y | -90.9% | +66.2% | -157.2% | -93.1% |
| 3Y | +35.9% | +43.5% | -7.5% | +6.4% |
| 5Y | -84.1% | +20.7% | -104.7% | -87.6% |
| All | -82.7% | +88.5% | -171.2% | -82.5% |
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