+159.2%
FOXA vs EOSE
-60.6%
+219.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +0.8% | +1.8% | -1.0% | +0.7% |
| 30D | +5.0% | -6.8% | +11.9% | +5.1% |
| 3M | -3.0% | -36.3% | +33.3% | -2.2% |
| 6M | +14.8% | -38.8% | +53.5% | +15.4% |
| YTD | -8.9% | -65.5% | +56.6% | -7.5% |
| 1Y | +13.3% | -45.3% | +58.6% | +12.7% |
| 3Y | +115.4% | +44.2% | +71.2% | +101.5% |
| 5Y | +95.3% | -69.5% | +164.8% | +73.2% |
| All | +159.2% | -60.6% | +219.8% | +141.6% |
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