-60.4%
EOSE vs FLR
+361.6%
-422.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.5% | -2.8% |
| 7D | +14.0% | -6.9% | +20.9% | +17.7% |
| 30D | -5.9% | +1.1% | -7.0% | -6.5% |
| 3M | -34.3% | +14.3% | -48.6% | -38.1% |
| 6M | -37.8% | +19.1% | -56.9% | -43.8% |
| YTD | -65.2% | +35.1% | -100.3% | -69.9% |
| 1Y | -41.9% | +29.5% | -71.4% | -47.5% |
| 3Y | +44.6% | +53.0% | -8.4% | +16.2% |
| 5Y | -69.2% | +238.9% | -308.1% | -80.0% |
| All | -60.4% | +361.6% | -422.0% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling