+102.4%
FN vs EOSE
-16.7%
+119.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -7.4% | +19.1% | +12.8% |
| 7D | 0.0% | -7.9% | +7.9% | +1.1% |
| 30D | -34.3% | -43.9% | +9.6% | -29.1% |
| 3M | -39.9% | -55.8% | +16.0% | -33.3% |
| 6M | -51.8% | -73.4% | +21.6% | -43.7% |
| YTD | -28.1% | -84.8% | +56.7% | -13.0% |
| 1Y | -29.1% | -88.6% | +59.5% | -12.1% |
| 3Y | +102.4% | -2.8% | +105.2% | +94.6% |
| All | +102.4% | -16.7% | +119.2% | +94.6% |
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 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