+119.8%
F vs EOSE
-82.7%
+202.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.2% |
| 7D | +1.0% | -8.4% | +9.4% | +1.5% |
| 30D | +2.1% | -31.0% | +33.1% | +4.5% |
| 3M | -10.3% | -57.0% | +46.8% | -5.3% |
| 6M | +3.3% | -78.3% | +81.5% | +13.7% |
| YTD | -2.0% | -84.8% | +82.8% | +8.1% |
| 1Y | -2.3% | -90.9% | +88.7% | +11.9% |
| 3Y | +49.9% | +35.9% | +14.0% | +22.5% |
| 5Y | -12.5% | -84.1% | +71.6% | -25.6% |
| All | +119.8% | -82.7% | +202.5% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling