+81.1%
FDX vs EOSE
-49.1%
+130.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.9% | -11.4% | -0.9% |
| 7D | -2.5% | +19.0% | -21.5% | -3.1% |
| 30D | +3.8% | +1.6% | +2.2% | +3.7% |
| 3M | -1.3% | -52.0% | +50.7% | +0.9% |
| 6M | +5.0% | -42.5% | +47.5% | +5.9% |
| YTD | +39.6% | -66.1% | +105.8% | +41.0% |
| 1Y | +81.1% | -47.1% | +128.3% | +78.7% |
| All | +81.1% | -49.1% | +130.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling