+38.4%
FAST vs EOSE
-88.8%
+127.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -0.6% |
| 7D | +4.2% | +9.8% | -5.6% | +4.2% |
| 30D | +6.7% | -2.1% | +8.7% | +6.7% |
| 3M | +8.0% | -54.1% | +62.1% | +7.9% |
| 6M | +27.4% | -76.9% | +104.4% | +27.4% |
| YTD | +40.5% | -83.3% | +123.8% | +37.8% |
| 1Y | +38.4% | -87.4% | +125.8% | +37.6% |
| All | +38.4% | -88.8% | +127.2% | +37.6% |
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