+3,459.2%
FIX vs EOSE
-58.6%
+3,517.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.7% |
| 7D | +3.5% | +15.0% | -11.4% | +2.1% |
| 30D | -3.5% | +2.5% | -6.0% | -4.1% |
| 3M | -11.8% | -33.7% | +21.9% | -9.2% |
| 6M | +17.8% | -32.7% | +50.5% | +19.6% |
| YTD | +73.3% | -63.8% | +137.1% | +82.6% |
| 1Y | +128.1% | -40.5% | +168.6% | +130.0% |
| 3Y | +772.7% | +50.4% | +722.3% | +669.6% |
| 5Y | +2,166.5% | -68.6% | +2,235.0% | +1,805.7% |
| All | +3,459.2% | -58.6% | +3,517.9% | +3,015.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling