-42.5%
EOSE vs FIGR
+5.9%
-48.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +15.0% | +14.9% | +0.1% | +9.3% |
| 30D | +2.5% | +32.3% | -29.8% | -7.8% |
| 3M | -33.7% | +34.8% | -68.5% | -41.4% |
| 6M | -32.7% | +16.8% | -49.5% | -38.8% |
| YTD | -63.8% | -6.7% | -57.1% | -66.1% |
| All | -42.5% | +5.9% | -48.4% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling