+1,036.2%
FTI vs EOSE
-70.0%
+1,106.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -4.4% | +1.8% | -6.2% | -4.5% |
| 30D | +1.5% | -6.8% | +8.3% | +1.6% |
| 3M | +8.2% | -36.3% | +44.5% | +10.4% |
| 6M | +18.8% | -38.8% | +57.6% | +20.1% |
| YTD | +71.7% | -65.5% | +137.2% | +77.8% |
| 1Y | +90.0% | -45.3% | +135.3% | +86.8% |
| 3Y | +270.5% | +44.2% | +226.3% | +208.1% |
| All | +1,036.2% | -70.0% | +1,106.2% | +984.9% |
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