-22.6%
FPS vs EOSE
-82.2%
+59.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +12.6% | -29.9% | -20.4% |
| 7D | -23.3% | +9.7% | -33.1% | -25.6% |
| 30D | -42.4% | -34.6% | -7.9% | -37.0% |
| 3M | -43.0% | -50.8% | +7.8% | -34.0% |
| 6M | -44.5% | -66.5% | +22.0% | -32.4% |
| All | -22.6% | -82.2% | +59.6% | -1.8% |
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 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