+44.2%
EOSE vs FLR
+54.2%
-10.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.7% |
| 7D | +1.8% | -3.5% | +5.3% | +4.0% |
| 30D | -6.8% | +4.2% | -11.0% | -9.2% |
| 3M | -36.3% | +8.1% | -44.4% | -39.3% |
| 6M | -38.8% | +21.5% | -60.3% | -47.7% |
| YTD | -65.5% | +36.8% | -102.3% | -72.2% |
| 1Y | -45.3% | +31.2% | -76.5% | -52.9% |
| 3Y | +44.2% | +53.9% | -9.7% | -9.8% |
| All | +44.2% | +54.2% | -10.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling