+3,448.7%
FIX vs EOSE
-61.3%
+3,510.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -8.9% | +0.9% |
| 7D | +6.0% | +19.0% | -13.0% | +4.1% |
| 30D | -7.2% | +1.6% | -8.8% | -7.7% |
| 3M | -15.9% | -52.0% | +36.1% | -11.0% |
| 6M | +12.7% | -42.5% | +55.3% | +16.1% |
| YTD | +72.8% | -66.1% | +138.9% | +83.2% |
| 1Y | +122.9% | -47.1% | +170.0% | +127.0% |
| 3Y | +774.3% | +0.8% | +773.5% | +689.6% |
| 5Y | +2,049.5% | -71.7% | +2,121.1% | +1,719.8% |
| All | +3,448.7% | -61.3% | +3,510.0% | +3,026.1% |
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 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