+49.0%
FE vs EOSE
+29.9%
+19.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.3% |
| 7D | -0.5% | -8.4% | +7.9% | -0.5% |
| 30D | +4.3% | -31.0% | +35.3% | +4.3% |
| 3M | +0.4% | -57.0% | +57.4% | +0.5% |
| 6M | +6.9% | -78.3% | +85.2% | +7.2% |
| YTD | +8.0% | -84.8% | +92.8% | +8.3% |
| 1Y | +4.8% | -90.9% | +95.8% | +5.7% |
| 3Y | +49.0% | +35.9% | +13.0% | +40.7% |
| All | +49.0% | +29.9% | +19.1% | +40.7% |
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