+196.9%
FFIV vs EOSE
-57.1%
+254.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -0.8% |
| 7D | -1.5% | +41.4% | -43.0% | -3.5% |
| 30D | -2.7% | +3.6% | -6.3% | -3.1% |
| 3M | -1.7% | -35.7% | +34.1% | 0.0% |
| 6M | +36.1% | -29.9% | +66.0% | +36.5% |
| YTD | +52.6% | -62.5% | +115.1% | +56.8% |
| 1Y | +21.5% | -37.4% | +58.9% | +20.7% |
| 3Y | +142.7% | +55.8% | +86.9% | +117.3% |
| 5Y | +92.6% | -67.8% | +160.4% | +65.5% |
| All | +196.9% | -57.1% | +254.0% | +183.0% |
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