+94.7%
FAST vs EOSE
+36.5%
+58.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -0.5% |
| 7D | +1.3% | +41.4% | -40.2% | +1.0% |
| 30D | -4.7% | +3.6% | -8.4% | -4.8% |
| 3M | +7.9% | -35.7% | +43.7% | +8.3% |
| 6M | +7.4% | -29.9% | +37.3% | +7.3% |
| YTD | +25.1% | -62.5% | +87.6% | +25.4% |
| 1Y | +4.7% | -37.4% | +42.1% | +3.6% |
| 3Y | +94.7% | +55.8% | +38.9% | +86.4% |
| All | +94.7% | +36.5% | +58.2% | +86.4% |
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