-69.2%
EOSE vs FDS
-28.1%
-41.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.8% | +2.0% | -2.0% |
| 7D | +14.0% | -16.0% | +30.0% | +20.1% |
| 30D | -5.9% | -6.7% | +0.8% | -4.6% |
| 3M | -34.3% | +6.0% | -40.2% | -37.8% |
| 6M | -37.8% | +25.1% | -62.8% | -47.0% |
| YTD | -65.2% | -8.1% | -57.0% | -64.6% |
| 1Y | -41.9% | -26.0% | -15.9% | -32.4% |
| 3Y | +44.6% | -36.4% | +81.0% | +82.2% |
| 5Y | -69.2% | -27.7% | -41.5% | -64.0% |
| All | -69.2% | -28.1% | -41.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling