+103.6%
FE vs EOSE
-81.0%
+184.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.0% |
| 7D | +1.2% | +9.8% | -8.5% | +1.1% |
| 30D | +4.5% | -2.1% | +6.6% | +4.5% |
| 3M | +1.3% | -54.1% | +55.4% | +1.8% |
| 6M | +8.7% | -76.9% | +85.6% | +9.7% |
| YTD | +9.2% | -83.3% | +92.6% | +10.3% |
| 1Y | +7.0% | -87.4% | +94.4% | +8.3% |
| 3Y | +51.4% | +61.9% | -10.5% | +45.5% |
| 5Y | +47.7% | -82.1% | +129.8% | +35.3% |
| All | +103.6% | -81.0% | +184.6% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling