-57.3%
EOSE vs FDS
-0.9%
-56.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.3% | +15.1% | +12.1% |
| 7D | +41.4% | -5.4% | +46.8% | +43.3% |
| 30D | +3.6% | +1.6% | +2.0% | +2.4% |
| 3M | -35.7% | +17.7% | -53.5% | -41.0% |
| 6M | -29.9% | +29.1% | -58.9% | -39.4% |
| YTD | -62.5% | +1.0% | -63.4% | -63.2% |
| 1Y | -37.4% | -21.6% | -15.8% | -29.1% |
| 3Y | +55.8% | -30.1% | +85.9% | +86.0% |
| 5Y | -67.8% | -20.7% | -47.1% | -63.6% |
| All | -57.3% | -0.9% | -56.4% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling