+99.1%
FFIV vs EOSE
-69.1%
+168.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.3% | +4.0% |
| 7D | +3.5% | +15.0% | -11.5% | +2.6% |
| 30D | -1.3% | +2.5% | -3.8% | -1.7% |
| 3M | +2.4% | -33.7% | +36.1% | +4.0% |
| 6M | +41.8% | -32.7% | +74.6% | +42.6% |
| YTD | +58.5% | -63.8% | +122.3% | +63.4% |
| 1Y | +24.3% | -40.5% | +64.9% | +23.8% |
| 3Y | +152.0% | +50.4% | +101.7% | +124.7% |
| 5Y | +99.1% | -68.6% | +167.7% | +69.9% |
| All | +99.1% | -69.1% | +168.2% | +69.9% |
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