-47.1%
EOSE vs FLR
+31.2%
-78.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.3% | +13.2% | +12.7% |
| 7D | +19.0% | +5.4% | +13.6% | +13.5% |
| 30D | +1.6% | +11.4% | -9.8% | -8.9% |
| 3M | -52.0% | +11.4% | -63.4% | -56.5% |
| 6M | -42.5% | +16.6% | -59.2% | -54.8% |
| YTD | -66.1% | +41.7% | -107.9% | -80.7% |
| 1Y | -47.1% | +35.4% | -82.6% | -64.0% |
| All | -47.1% | +31.2% | -78.4% | -64.0% |
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