+100.6%
FE vs EOSE
-61.3%
+161.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.9% | -11.4% | -0.7% |
| 7D | +1.9% | +19.0% | -17.1% | +1.8% |
| 30D | -1.2% | +1.6% | -2.7% | -1.2% |
| 3M | +3.5% | -52.0% | +55.5% | +4.0% |
| 6M | -6.1% | -42.5% | +36.5% | -5.9% |
| YTD | +7.6% | -66.1% | +73.8% | +8.2% |
| 1Y | +11.9% | -47.1% | +59.1% | +11.6% |
| 3Y | +48.4% | +0.8% | +47.7% | +44.0% |
| 5Y | +44.8% | -71.7% | +116.5% | +31.1% |
| All | +100.6% | -61.3% | +161.9% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling