+2,337.1%
FIX vs EOSE
-82.7%
+2,419.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.8% | 0.0% |
| 7D | -13.9% | -8.4% | -5.5% | -13.5% |
| 30D | -35.5% | -31.0% | -4.6% | -33.7% |
| 3M | -33.9% | -57.0% | +23.1% | -29.5% |
| 6M | -43.3% | -78.3% | +35.0% | -36.2% |
| YTD | +18.7% | -84.8% | +103.5% | +34.3% |
| 1Y | +13.8% | -90.9% | +104.7% | +33.6% |
| 3Y | +495.0% | +35.9% | +459.0% | +441.9% |
| 5Y | +1,049.0% | -84.1% | +1,133.1% | +935.7% |
| All | +2,337.1% | -82.7% | +2,419.8% | +2,191.4% |
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