+469.7%
FN vs EOSE
-82.7%
+552.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.4% | +2.7% | -4.0% |
| 7D | -4.1% | -8.4% | +4.3% | -3.3% |
| 30D | -28.3% | -31.0% | +2.6% | -25.8% |
| 3M | -33.9% | -57.0% | +23.2% | -28.8% |
| 6M | -43.9% | -78.3% | +34.4% | -36.2% |
| YTD | -23.4% | -84.8% | +61.4% | -12.2% |
| 1Y | -25.4% | -90.9% | +65.5% | -11.5% |
| 3Y | +107.9% | +35.9% | +72.0% | +97.8% |
| 5Y | +195.1% | -84.1% | +279.1% | +186.5% |
| All | +469.7% | -82.7% | +552.3% | +488.3% |
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