-2.8%
EOSE vs FGI
+1.5%
-4.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.7% | -7.4% |
| 7D | -7.9% | -7.0% | -1.0% | -7.7% |
| 30D | -43.9% | -4.2% | -39.6% | -43.8% |
| 3M | -55.8% | +55.6% | -111.4% | -57.6% |
| 6M | -73.4% | -3.2% | -70.2% | -74.0% |
| YTD | -84.8% | +29.1% | -113.9% | -85.8% |
| 1Y | -88.6% | +51.0% | -139.6% | -89.4% |
| 3Y | -2.8% | +1.5% | -4.3% | -3.1% |
| All | -2.8% | +1.5% | -4.3% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling