-12.8%
EOSE vs FGI
-70.4%
+57.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.5% | +3.3% | +10.4% |
| 7D | +19.0% | +0.5% | +18.5% | +18.9% |
| 30D | +1.6% | +65.4% | -63.8% | -5.6% |
| 3M | -52.0% | +23.5% | -75.5% | -54.5% |
| 6M | -42.5% | +60.5% | -103.0% | -49.3% |
| YTD | -66.1% | +30.0% | -96.1% | -69.6% |
| 1Y | -47.1% | +82.1% | -129.2% | -56.3% |
| 3Y | +0.8% | -4.4% | +5.2% | -18.9% |
| All | -12.8% | -70.4% | +57.6% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling