+66.7%
FDX vs EOSE
-61.3%
+128.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.9% | -11.4% | -1.0% |
| 7D | -2.5% | +19.0% | -21.5% | -3.3% |
| 30D | +3.8% | +1.6% | +2.2% | +3.5% |
| 3M | -1.3% | -52.0% | +50.7% | +1.2% |
| 6M | +5.0% | -42.5% | +47.5% | +6.1% |
| YTD | +39.6% | -66.1% | +105.8% | +43.0% |
| 1Y | +81.1% | -47.1% | +128.3% | +80.3% |
| 3Y | +63.0% | +0.8% | +62.3% | +49.6% |
| 5Y | +65.6% | -71.7% | +137.3% | +41.7% |
| All | +66.7% | -61.3% | +128.0% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling