-60.8%
EOSE vs FDS
-10.9%
-49.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +1.8% | -14.0% | +15.8% | +6.4% |
| 30D | -6.8% | -6.2% | -0.6% | -5.8% |
| 3M | -36.3% | +10.2% | -46.5% | -40.5% |
| 6M | -38.8% | +27.4% | -66.2% | -47.8% |
| YTD | -65.5% | -9.3% | -56.3% | -65.1% |
| 1Y | -45.3% | -28.6% | -16.6% | -36.6% |
| 3Y | +44.2% | -36.8% | +81.0% | +77.0% |
| 5Y | -69.5% | -28.6% | -40.9% | -64.4% |
| All | -60.8% | -10.9% | -49.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling