+50.0%
FANG vs EOSE
+42.6%
+7.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +2.9% | +1.8% | +1.1% | +2.9% |
| 30D | +2.6% | -6.8% | +9.5% | +2.6% |
| 3M | +7.6% | -36.3% | +43.9% | +8.1% |
| 6M | +17.3% | -38.8% | +56.1% | +17.6% |
| YTD | +38.7% | -65.5% | +104.2% | +40.1% |
| 1Y | +51.6% | -45.3% | +96.9% | +50.7% |
| 3Y | +50.0% | +44.2% | +5.8% | +38.1% |
| All | +50.0% | +42.6% | +7.4% | +38.1% |
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