-83.1%
FRMI vs EOSE
-65.3%
-17.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.4% |
| 7D | +7.4% | +1.8% | +5.6% | +6.9% |
| 30D | -27.6% | -6.8% | -20.8% | -26.2% |
| 3M | -20.9% | -36.3% | +15.4% | -9.2% |
| 6M | -36.6% | -38.8% | +2.2% | -29.1% |
| YTD | -31.3% | -65.5% | +34.3% | -11.4% |
| All | -83.1% | -65.3% | -17.8% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling