+47.7%
FE vs EOSE
+36.5%
+11.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -0.7% |
| 7D | +0.6% | +41.4% | -40.8% | +0.6% |
| 30D | -2.1% | +3.6% | -5.8% | -2.1% |
| 3M | +2.6% | -35.7% | +38.4% | +2.8% |
| 6M | -6.8% | -29.9% | +23.1% | -6.9% |
| YTD | +6.9% | -62.5% | +69.4% | +7.2% |
| 1Y | +11.6% | -37.4% | +49.0% | +11.1% |
| 3Y | +47.7% | +55.8% | -8.1% | +40.2% |
| All | +47.7% | +36.5% | +11.2% | +40.2% |
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