+5.3%
FAST vs EOSE
-37.9%
+43.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -0.3% |
| 7D | +1.3% | +41.4% | -40.2% | +1.8% |
| 30D | -4.7% | +3.6% | -8.4% | -4.6% |
| 3M | +7.9% | -35.7% | +43.7% | +7.5% |
| 6M | +7.4% | -29.9% | +37.3% | +6.8% |
| YTD | +25.1% | -62.5% | +87.6% | +22.8% |
| All | +5.3% | -37.9% | +43.2% | +12.9% |
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