-60.4%
EOSE vs FIVN
-80.3%
+19.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | +14.0% | -11.3% | +25.3% | +17.6% |
| 30D | -5.9% | -7.3% | +1.4% | -4.4% |
| 3M | -34.3% | +41.7% | -76.0% | -42.1% |
| 6M | -37.8% | +78.3% | -116.0% | -50.6% |
| YTD | -65.2% | +50.9% | -116.1% | -71.5% |
| 1Y | -41.9% | +19.7% | -61.6% | -48.4% |
| 3Y | +44.6% | -55.7% | +100.3% | +74.0% |
| 5Y | -69.2% | -82.6% | +13.4% | -52.3% |
| All | -60.4% | -80.3% | +19.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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