-79.9%
FIG vs EOSE
-27.8%
-52.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.8% |
| 7D | -3.8% | +1.8% | -5.6% | -4.0% |
| 30D | -2.3% | -6.8% | +4.5% | -2.1% |
| 3M | +20.0% | -36.3% | +56.2% | +23.1% |
| 6M | -16.7% | -38.8% | +22.1% | -15.1% |
| YTD | -37.9% | -65.5% | +27.6% | -34.7% |
| 1Y | -58.5% | -45.3% | -13.3% | -42.0% |
| All | -79.9% | -27.8% | -52.1% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling