+68.2%
FDX vs EOSE
-81.0%
+149.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.3% |
| 7D | +5.2% | +9.8% | -4.6% | +4.7% |
| 30D | +11.3% | -2.1% | +13.3% | +11.1% |
| 3M | -4.1% | -54.1% | +50.0% | -1.6% |
| 6M | +9.6% | -76.9% | +86.6% | +15.2% |
| YTD | +40.9% | -83.3% | +124.2% | +47.8% |
| 1Y | +53.0% | -87.4% | +140.5% | +62.2% |
| 3Y | +74.1% | +61.9% | +12.2% | +55.0% |
| 5Y | +75.1% | -82.1% | +157.2% | +53.0% |
| All | +68.2% | -81.0% | +149.2% | +53.1% |
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