+62.9%
FDX vs EOSE
-69.1%
+132.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.4% |
| 7D | -2.3% | +15.0% | -17.3% | -3.0% |
| 30D | -4.9% | +2.5% | -7.4% | -5.2% |
| 3M | -6.5% | -33.7% | +27.3% | -5.2% |
| 6M | +6.7% | -32.7% | +39.4% | +7.1% |
| YTD | +33.9% | -63.8% | +97.7% | +36.9% |
| 1Y | +72.2% | -40.5% | +112.7% | +70.2% |
| 3Y | +60.2% | +50.4% | +9.9% | +42.6% |
| 5Y | +62.9% | -68.6% | +131.5% | +29.4% |
| All | +62.9% | -69.1% | +132.0% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling