+580.5%
FN vs EOSE
-57.1%
+637.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.6% | +1.2% |
| 7D | +3.5% | +41.4% | -37.9% | -0.1% |
| 30D | -26.0% | +3.6% | -29.6% | -26.4% |
| 3M | -33.3% | -35.7% | +2.5% | -31.0% |
| 6M | -14.9% | -29.9% | +14.9% | -13.5% |
| YTD | -8.6% | -62.5% | +53.9% | -3.5% |
| 1Y | +12.3% | -37.4% | +49.7% | +13.9% |
| 3Y | +174.4% | +55.8% | +118.6% | +148.9% |
| 5Y | +296.4% | -67.8% | +364.2% | +257.4% |
| All | +580.5% | -57.1% | +637.6% | +546.8% |
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