+434.7%
FN vs EOSE
-82.7%
+517.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -7.4% | +19.1% | +12.4% |
| 7D | 0.0% | -7.9% | +7.9% | +0.7% |
| 30D | -34.3% | -43.9% | +9.6% | -30.8% |
| 3M | -39.9% | -55.8% | +16.0% | -35.4% |
| 6M | -51.8% | -73.4% | +21.6% | -46.3% |
| YTD | -28.1% | -84.8% | +56.7% | -17.7% |
| 1Y | -29.1% | -88.6% | +59.5% | -17.3% |
| 3Y | +102.4% | -2.8% | +105.2% | +95.3% |
| 5Y | +171.7% | -84.6% | +256.2% | +164.0% |
| All | +434.7% | -82.7% | +517.4% | +451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling