+93.7%
FAST vs EOSE
-16.7%
+110.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.2% |
| 7D | +2.1% | -7.9% | +10.0% | +2.1% |
| 30D | +6.9% | -43.9% | +50.8% | +7.2% |
| 3M | +4.8% | -55.8% | +60.7% | +5.3% |
| 6M | +19.8% | -73.4% | +93.2% | +20.6% |
| YTD | +34.9% | -84.8% | +119.7% | +35.9% |
| 1Y | +32.8% | -88.6% | +121.4% | +34.2% |
| 3Y | +93.7% | -2.8% | +96.5% | +85.3% |
| All | +93.7% | -16.7% | +110.5% | +85.3% |
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