+2,142.2%
FIX vs EOSE
-82.7%
+2,224.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.4% | +12.9% | +6.1% |
| 7D | -17.5% | -7.9% | -9.5% | -17.0% |
| 30D | -41.6% | -43.9% | +2.3% | -38.8% |
| 3M | -40.6% | -55.8% | +15.2% | -36.7% |
| 6M | -49.4% | -73.4% | +24.0% | -44.1% |
| YTD | +9.2% | -84.8% | +94.0% | +23.6% |
| 1Y | +6.5% | -88.6% | +95.1% | +22.7% |
| 3Y | +448.7% | -2.8% | +451.5% | +408.4% |
| 5Y | +948.7% | -84.6% | +1,033.3% | +845.8% |
| All | +2,142.2% | -82.7% | +2,224.9% | +2,008.0% |
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