-50.9%
FLUT vs EOSE
-69.0%
+18.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.2% |
| 7D | -2.6% | +15.0% | -17.6% | -3.4% |
| 30D | +5.4% | +2.5% | +2.9% | +5.0% |
| 3M | -10.8% | -33.7% | +22.9% | -9.4% |
| 6M | -9.2% | -32.7% | +23.5% | -8.9% |
| YTD | -53.8% | -63.8% | +10.0% | -52.5% |
| 1Y | -66.0% | -40.5% | -25.4% | -66.2% |
| 3Y | -44.7% | +50.4% | -95.0% | -50.5% |
| All | -50.9% | -69.0% | +18.1% | -51.2% |
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 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