-25.7%
FN vs EOSE
-85.5%
+59.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +12.6% | -18.6% | -9.3% |
| 7D | -7.0% | +9.7% | -16.7% | -9.6% |
| 30D | -24.7% | -34.6% | +9.8% | -17.1% |
| 3M | -35.7% | -50.8% | +15.1% | -24.7% |
| 6M | -52.4% | -66.5% | +14.1% | -40.6% |
| YTD | -25.0% | -81.3% | +56.4% | -0.6% |
| 1Y | -25.7% | -84.8% | +59.2% | +3.4% |
| All | -25.7% | -85.5% | +59.8% | +3.4% |
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