-60.8%
EOSE vs FLR
+367.2%
-428.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | +1.8% | -3.5% | +5.3% | +3.5% |
| 30D | -6.8% | +4.2% | -11.0% | -8.6% |
| 3M | -36.3% | +8.1% | -44.4% | -38.5% |
| 6M | -38.8% | +21.5% | -60.3% | -45.2% |
| YTD | -65.5% | +36.8% | -102.3% | -70.4% |
| 1Y | -45.3% | +31.2% | -76.5% | -50.9% |
| 3Y | +44.2% | +53.9% | -9.7% | +15.4% |
| 5Y | -69.5% | +243.0% | -312.5% | -80.3% |
| All | -60.8% | +367.2% | -428.0% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling