+160.3%
FN vs EOSE
+4.6%
+155.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.9% | -7.7% | +1.7% |
| 7D | -1.7% | +19.0% | -20.7% | -4.3% |
| 30D | -22.0% | +1.6% | -23.6% | -22.4% |
| 3M | -43.0% | -52.0% | +9.0% | -38.1% |
| 6M | -27.7% | -42.5% | +14.8% | -24.2% |
| YTD | -10.5% | -66.1% | +55.6% | -2.5% |
| 1Y | +12.5% | -47.1% | +59.6% | +17.5% |
| All | +160.3% | +4.6% | +155.8% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling