-84.8%
EOSE vs FIGR
-41.8%
-43.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.2% | +8.5% | +11.1% |
| 7D | +9.7% | -1.3% | +11.1% | +10.4% |
| 30D | -34.6% | -17.6% | -16.9% | -29.5% |
| 3M | -50.8% | -16.7% | -34.1% | -47.7% |
| 6M | -66.5% | -36.1% | -30.3% | -61.5% |
| YTD | -81.3% | -43.6% | -37.7% | -79.5% |
| 1Y | -84.8% | -39.8% | -45.0% | -83.8% |
| All | -84.8% | -41.8% | -43.0% | -83.8% |
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