+8.1%
FPS vs EOSE
-67.7%
+75.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | -0.2% |
| 7D | +3.1% | +19.0% | -15.9% | -1.7% |
| 30D | -18.6% | +1.6% | -20.1% | -19.5% |
| 3M | -51.5% | -52.0% | +0.5% | -45.6% |
| 6M | -8.5% | -42.5% | +34.0% | -2.3% |
| All | +8.1% | -67.7% | +75.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling