-84.8%
EOSE vs FLR
+2.5%
-87.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.8% | +13.4% | +13.2% |
| 7D | +9.7% | +1.4% | +8.4% | +8.8% |
| 30D | -34.6% | -5.9% | -28.6% | -31.2% |
| 3M | -50.8% | -7.6% | -43.2% | -48.0% |
| 6M | -66.5% | -9.3% | -57.2% | -64.8% |
| YTD | -81.3% | +20.1% | -101.5% | -87.3% |
| 1Y | -84.8% | +3.0% | -87.8% | -86.2% |
| All | -84.8% | +2.5% | -87.3% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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