-45.3%
EOSE vs FDS
-27.2%
-18.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.2% |
| 7D | +1.8% | -14.0% | +15.8% | -1.2% |
| 30D | -6.8% | -6.2% | -0.6% | -8.0% |
| 3M | -36.3% | +10.2% | -46.5% | -35.3% |
| 6M | -38.8% | +27.4% | -66.2% | -37.2% |
| YTD | -65.5% | -9.3% | -56.3% | -63.0% |
| 1Y | -45.3% | -28.6% | -16.6% | -46.2% |
| All | -45.3% | -27.2% | -18.0% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling