+135.6%
FFIV vs EOSE
-81.0%
+216.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -3.0% |
| 7D | -0.5% | +9.8% | -10.3% | -1.2% |
| 30D | -32.4% | -2.1% | -30.3% | -32.6% |
| 3M | -25.7% | -54.1% | +28.4% | -23.2% |
| 6M | -13.5% | -76.9% | +63.4% | -7.9% |
| YTD | +21.1% | -83.3% | +104.4% | +29.2% |
| 1Y | +29.4% | -87.4% | +116.9% | +39.7% |
| 3Y | +94.9% | +61.9% | +33.0% | +73.5% |
| 5Y | +34.7% | -82.1% | +116.8% | +19.5% |
| All | +135.6% | -81.0% | +216.5% | +133.1% |
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