-23.6%
FPS vs EOSE
-84.9%
+61.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.0% | -0.8% | -7.3% |
| 7D | +21.6% | -3.7% | +25.4% | +23.1% |
| 30D | -38.8% | -22.0% | -16.8% | -35.2% |
| 3M | -42.1% | -57.3% | +15.2% | -29.8% |
| 6M | -48.5% | -77.7% | +29.2% | -31.8% |
| All | -23.6% | -84.9% | +61.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling