+59.4%
FDX vs EOSE
+49.8%
+9.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.5% |
| 7D | -2.3% | +15.0% | -17.3% | -2.8% |
| 30D | -4.9% | +2.5% | -7.4% | -5.1% |
| 3M | -6.5% | -33.7% | +27.3% | -5.5% |
| 6M | +6.7% | -32.7% | +39.4% | +7.0% |
| YTD | +33.9% | -63.8% | +97.7% | +35.8% |
| 1Y | +72.2% | -40.5% | +112.7% | +70.7% |
| All | +59.4% | +49.8% | +9.5% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling