+67.4%
FDX vs EOSE
-80.2%
+147.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.4% | -13.4% | +0.4% |
| 7D | -2.1% | -7.0% | +5.0% | -1.8% |
| 30D | +10.4% | -16.7% | +27.1% | +10.9% |
| 3M | +0.5% | -53.1% | +53.5% | +3.0% |
| 6M | +6.5% | -76.8% | +83.3% | +11.8% |
| YTD | +40.2% | -82.6% | +122.9% | +46.9% |
| 1Y | +52.1% | -89.3% | +141.3% | +62.3% |
| 3Y | +72.8% | +55.5% | +17.4% | +54.2% |
| 5Y | +76.3% | -81.9% | +158.1% | +53.9% |
| All | +67.4% | -80.2% | +147.6% | +52.2% |
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