+478.3%
FN vs EOSE
-82.0%
+560.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.0% | +4.9% | -3.2% |
| 7D | +20.8% | -3.7% | +24.5% | +21.1% |
| 30D | -17.3% | -22.0% | +4.7% | -15.5% |
| 3M | -38.1% | -57.3% | +19.2% | -33.4% |
| 6M | -44.2% | -77.7% | +33.4% | -36.8% |
| YTD | -22.3% | -84.2% | +61.9% | -11.3% |
| 1Y | -20.9% | -89.5% | +68.6% | -7.3% |
| 3Y | +111.1% | +41.4% | +69.7% | +99.9% |
| 5Y | +191.8% | -83.0% | +274.8% | +181.8% |
| All | +478.3% | -82.0% | +560.3% | +494.6% |
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