-55.8%
FIG vs EOSE
-49.1%
-6.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.9% | -15.2% | -5.3% |
| 7D | -16.3% | +19.0% | -35.3% | -17.8% |
| 30D | -14.3% | +1.6% | -15.9% | -14.9% |
| 3M | +7.2% | -52.0% | +59.1% | +15.4% |
| 6M | -18.6% | -42.5% | +23.9% | -15.8% |
| YTD | -35.5% | -66.1% | +30.7% | -30.3% |
| 1Y | -55.8% | -47.1% | -8.7% | -52.7% |
| All | -55.8% | -49.1% | -6.7% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling