+2,185.6%
FIX vs EOSE
-68.2%
+2,253.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.5% | +1.3% |
| 7D | +6.1% | +41.4% | -35.4% | +2.1% |
| 30D | -2.7% | +3.6% | -6.3% | -3.4% |
| 3M | -10.9% | -35.7% | +24.8% | -7.8% |
| 6M | +29.0% | -29.9% | +58.9% | +30.7% |
| YTD | +76.9% | -62.5% | +139.4% | +86.8% |
| 1Y | +130.7% | -37.4% | +168.2% | +131.4% |
| 3Y | +790.7% | +55.8% | +734.9% | +666.4% |
| 5Y | +2,185.6% | -67.8% | +2,253.4% | +2,014.9% |
| All | +2,185.6% | -68.2% | +2,253.8% | +2,014.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling