-80.8%
FIG vs EOSE
-27.1%
-53.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.4% | +0.8% |
| 7D | -12.2% | +14.0% | -26.2% | -12.9% |
| 30D | -11.0% | -5.9% | -5.1% | -10.8% |
| 3M | +11.9% | -34.3% | +46.1% | +14.5% |
| 6M | -21.9% | -37.8% | +15.8% | -20.6% |
| YTD | -40.8% | -65.2% | +24.4% | -37.7% |
| 1Y | -56.6% | -41.9% | -14.7% | -37.9% |
| All | -80.8% | -27.1% | -53.8% | -64.9% |
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