+156.2%
FOXA vs EOSE
-60.2%
+216.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +5.9% | +2.2% |
| 7D | -3.7% | +14.0% | -17.7% | -4.1% |
| 30D | +5.4% | -5.9% | +11.3% | +5.4% |
| 3M | -3.7% | -34.3% | +30.5% | -3.0% |
| 6M | +12.6% | -37.8% | +50.3% | +13.1% |
| YTD | -10.0% | -65.2% | +55.2% | -8.6% |
| 1Y | +15.0% | -41.9% | +57.0% | +14.2% |
| 3Y | +115.1% | +44.6% | +70.5% | +101.2% |
| 5Y | +93.0% | -69.2% | +162.2% | +71.2% |
| All | +156.2% | -60.2% | +216.5% | +138.8% |
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