+45.6%
EOSE vs FTV
-5.5%
+51.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.5% | -2.7% |
| 7D | +14.0% | -5.2% | +19.2% | +17.1% |
| 30D | -5.9% | -11.5% | +5.6% | +0.2% |
| 3M | -34.3% | -9.0% | -25.2% | -31.4% |
| 6M | -37.8% | -2.0% | -35.7% | -37.8% |
| YTD | -65.2% | -0.9% | -64.2% | -66.3% |
| 1Y | -41.9% | +14.8% | -56.7% | -49.8% |
| All | +45.6% | -5.5% | +51.2% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling