-32.7%
EOSE vs FLR
+24.6%
-57.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.4% |
| 7D | +15.0% | -3.1% | +18.1% | +16.1% |
| 30D | +2.5% | +4.9% | -2.5% | +0.6% |
| 3M | -33.7% | +10.8% | -44.5% | -35.8% |
| 6M | -32.7% | +19.7% | -52.4% | -42.4% |
| All | -32.7% | +24.6% | -57.4% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling