-3.4%
EOSE vs FGI
-69.8%
+66.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +8.9% | +10.7% |
| 7D | +41.4% | +5.2% | +36.3% | +41.0% |
| 30D | +3.6% | +65.2% | -61.6% | -3.6% |
| 3M | -35.7% | +30.2% | -65.9% | -39.4% |
| 6M | -29.9% | +87.8% | -117.7% | -38.9% |
| YTD | -62.5% | +32.5% | -94.9% | -66.4% |
| 1Y | -37.4% | +93.6% | -131.0% | -48.6% |
| 3Y | +55.8% | -2.6% | +58.4% | +25.2% |
| All | -3.4% | -69.8% | +66.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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