-60.9%
EOSE vs FGI
-70.6%
+9.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.7% | -7.4% |
| 7D | -7.9% | -7.0% | -1.0% | -7.6% |
| 30D | -43.9% | -4.2% | -39.6% | -43.8% |
| 3M | -55.8% | +55.6% | -111.4% | -58.8% |
| 6M | -73.4% | -3.2% | -70.2% | -74.5% |
| YTD | -84.8% | +29.1% | -113.9% | -86.4% |
| 1Y | -88.6% | +51.0% | -139.6% | -90.0% |
| 3Y | -2.8% | +1.5% | -4.3% | -22.7% |
| All | -60.9% | -70.6% | +9.7% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling