+8.9%
FOXA vs EOSE
-85.5%
+94.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +12.6% | -8.8% | +3.5% |
| 7D | +9.9% | +9.7% | +0.1% | +9.6% |
| 30D | +10.0% | -34.6% | +44.5% | +10.3% |
| 3M | +18.4% | -50.8% | +69.2% | +19.0% |
| 6M | +12.2% | -66.5% | +78.6% | +13.4% |
| YTD | -3.8% | -81.3% | +77.5% | -4.2% |
| 1Y | +8.9% | -84.8% | +93.8% | +9.0% |
| All | +8.9% | -85.5% | +94.4% | +9.0% |
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 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