+128.1%
FIX vs EOSE
-40.1%
+168.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.4% |
| 7D | +3.5% | +15.0% | -11.4% | +0.8% |
| 30D | -3.5% | +2.5% | -6.0% | -4.6% |
| 3M | -11.8% | -33.7% | +21.9% | -6.9% |
| 6M | +17.8% | -32.7% | +50.5% | +20.6% |
| YTD | +73.3% | -63.8% | +137.1% | +89.8% |
| 1Y | +128.1% | -40.5% | +168.6% | +169.5% |
| All | +128.1% | -40.1% | +168.2% | +169.5% |
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