-57.3%
EOSE vs FTV
+23.0%
-80.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +11.4% |
| 7D | +41.4% | -0.4% | +41.8% | +41.5% |
| 30D | +3.6% | -8.3% | +11.9% | +10.9% |
| 3M | -35.7% | -7.4% | -28.3% | -32.7% |
| 6M | -29.9% | -1.2% | -28.6% | -30.4% |
| YTD | -62.5% | +2.7% | -65.2% | -65.5% |
| 1Y | -37.4% | +18.4% | -55.9% | -50.2% |
| 3Y | +55.8% | -2.0% | +57.8% | +44.9% |
| 5Y | -67.8% | +3.4% | -71.2% | -75.5% |
| All | -57.3% | +23.0% | -80.3% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling