+61.3%
FDX vs EOSE
-60.6%
+121.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -3.3% | +1.8% | -5.1% | -3.4% |
| 30D | -4.5% | -6.8% | +2.3% | -4.5% |
| 3M | -7.3% | -36.3% | +28.9% | -6.1% |
| 6M | +7.5% | -38.8% | +46.3% | +8.4% |
| YTD | +35.1% | -65.5% | +100.6% | +38.1% |
| 1Y | +71.4% | -45.3% | +116.7% | +70.3% |
| 3Y | +60.8% | +44.2% | +16.6% | +45.0% |
| 5Y | +65.5% | -69.5% | +135.0% | +41.3% |
| All | +61.3% | -60.6% | +121.9% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling