-46.3%
EOSE vs FIGR
-0.1%
-46.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.7% | +11.5% | +11.1% |
| 7D | +19.0% | -0.2% | +19.3% | +18.7% |
| 30D | +1.6% | +25.2% | -23.6% | -6.9% |
| 3M | -52.0% | +14.8% | -66.8% | -55.1% |
| 6M | -42.5% | +17.9% | -60.5% | -48.1% |
| YTD | -66.1% | -11.9% | -54.2% | -67.7% |
| All | -46.3% | -0.1% | -46.1% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling