+177.7%
FITB vs EOSE
-58.6%
+236.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | -0.4% | +15.0% | -15.3% | -1.1% |
| 30D | -5.1% | +2.5% | -7.6% | -5.5% |
| 3M | +3.5% | -33.7% | +37.2% | +4.8% |
| 6M | +17.2% | -32.7% | +50.0% | +17.5% |
| YTD | +17.6% | -63.8% | +81.4% | +20.1% |
| 1Y | +23.4% | -40.5% | +63.9% | +22.0% |
| 3Y | +129.7% | +50.4% | +79.4% | +103.3% |
| 5Y | +68.4% | -68.6% | +137.0% | +44.2% |
| All | +177.7% | -58.6% | +236.3% | +168.9% |
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 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