+93.9%
FN vs EOSE
+48.1%
+45.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.5% | -12.8% | -8.2% |
| 7D | +0.3% | +9.8% | -9.5% | -1.3% |
| 30D | -16.5% | -2.1% | -14.5% | -16.7% |
| 3M | -42.1% | -54.1% | +12.0% | -36.0% |
| 6M | -52.9% | -76.9% | +24.1% | -43.5% |
| YTD | -28.0% | -83.3% | +55.4% | -13.1% |
| 1Y | -18.5% | -87.4% | +68.9% | +0.8% |
| 3Y | +93.9% | +61.9% | +32.0% | +83.8% |
| All | +93.9% | +48.1% | +45.8% | +83.8% |
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 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