+46.2%
FE vs EOSE
-68.2%
+114.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -0.8% |
| 7D | +0.6% | +41.4% | -40.8% | +0.1% |
| 30D | -2.1% | +3.6% | -5.8% | -2.3% |
| 3M | +2.6% | -35.7% | +38.4% | +3.1% |
| 6M | -6.8% | -29.9% | +23.1% | -6.8% |
| YTD | +6.9% | -62.5% | +69.4% | +7.7% |
| 1Y | +11.6% | -37.4% | +49.0% | +10.8% |
| 3Y | +47.7% | +55.8% | -8.1% | +39.6% |
| 5Y | +46.2% | -67.8% | +114.0% | +31.4% |
| All | +46.2% | -68.2% | +114.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling