+37.5%
F vs EOSE
+36.5%
+0.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.8% | -15.1% | -4.9% |
| 7D | +1.2% | +41.4% | -40.3% | -1.1% |
| 30D | +1.2% | +3.6% | -2.4% | +0.7% |
| 3M | -5.7% | -35.7% | +30.1% | -3.9% |
| 6M | +17.9% | -29.9% | +47.8% | +18.4% |
| YTD | +10.4% | -62.5% | +72.9% | +13.5% |
| 1Y | +25.3% | -37.4% | +62.8% | +24.1% |
| 3Y | +37.5% | +55.8% | -18.3% | +21.2% |
| All | +37.5% | +36.5% | +0.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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