+9.7%
FPS vs EOSE
-67.2%
+76.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +9.2% |
| 7D | +1.5% | +1.8% | -0.3% | +1.0% |
| 30D | -16.9% | -6.8% | -10.0% | -15.9% |
| 3M | -45.3% | -36.3% | -9.0% | -41.5% |
| 6M | -10.3% | -38.8% | +28.4% | -5.2% |
| All | +9.7% | -67.2% | +76.9% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling