-60.8%
EOSE vs FTV
+19.0%
-79.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +1.8% | -4.0% | +5.8% | +5.2% |
| 30D | -6.8% | -11.0% | +4.2% | +2.2% |
| 3M | -36.3% | -8.4% | -27.9% | -32.6% |
| 6M | -38.8% | -2.6% | -36.2% | -38.5% |
| YTD | -65.5% | -0.6% | -64.9% | -67.4% |
| 1Y | -45.3% | +11.0% | -56.2% | -53.8% |
| 3Y | +44.2% | -6.3% | +50.5% | +39.6% |
| 5Y | -69.5% | -1.5% | -68.0% | -76.1% |
| All | -60.8% | +19.0% | -79.8% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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