+24.2%
FIX vs EOSE
-88.8%
+113.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.4% |
| 7D | +9.4% | +9.8% | -0.3% | +7.4% |
| 30D | -27.8% | -2.1% | -25.7% | -28.4% |
| 3M | -35.6% | -54.1% | +18.5% | -27.5% |
| 6M | -45.2% | -76.9% | +31.7% | -31.7% |
| YTD | +19.5% | -83.3% | +102.8% | +46.7% |
| 1Y | +24.2% | -87.4% | +111.7% | +60.8% |
| All | +24.2% | -88.8% | +113.1% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling