+31.6%
FAST vs EOSE
-85.5%
+117.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.6% | -10.9% | +1.8% |
| 7D | +3.4% | +9.7% | -6.3% | +3.5% |
| 30D | +5.5% | -34.6% | +40.1% | +5.6% |
| 3M | +7.6% | -50.8% | +58.4% | +7.6% |
| 6M | +19.8% | -66.5% | +86.3% | +19.8% |
| YTD | +35.5% | -81.3% | +116.8% | +33.8% |
| 1Y | +31.6% | -84.8% | +116.4% | +30.6% |
| All | +31.6% | -85.5% | +117.1% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling