+54.6%
FTI vs EOSE
-85.5%
+140.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.6% | -16.0% | -3.6% |
| 7D | -9.7% | +9.7% | -19.4% | -9.8% |
| 30D | -8.2% | -34.6% | +26.4% | -7.4% |
| 3M | -7.8% | -50.8% | +43.0% | -6.5% |
| 6M | -13.4% | -66.5% | +53.0% | -11.1% |
| YTD | +45.1% | -81.3% | +126.4% | +49.1% |
| 1Y | +54.6% | -84.8% | +139.4% | +59.8% |
| All | +54.6% | -85.5% | +140.1% | +59.8% |
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