-59.3%
EOSE vs FGI
-66.3%
+7.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +6.2% | -15.2% | -9.4% |
| 7D | -3.7% | +13.5% | -17.2% | -4.5% |
| 30D | -22.0% | +17.1% | -39.1% | -22.8% |
| 3M | -57.3% | +78.0% | -135.3% | -60.5% |
| 6M | -77.7% | +46.4% | -124.1% | -79.2% |
| YTD | -84.2% | +47.7% | -131.9% | -86.0% |
| 1Y | -89.5% | +56.8% | -146.3% | -90.8% |
| 3Y | +41.4% | +12.3% | +29.1% | +12.8% |
| All | -59.3% | -66.3% | +7.0% | -59.5% |
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