+1,640.1%
FTI vs EOSE
-60.2%
+1,700.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.6% |
| 7D | -5.6% | +14.0% | -19.6% | -6.5% |
| 30D | +0.4% | -5.9% | +6.3% | +0.5% |
| 3M | +8.1% | -34.3% | +42.4% | +10.1% |
| 6M | +16.7% | -37.8% | +54.5% | +17.8% |
| YTD | +70.0% | -65.2% | +135.2% | +76.1% |
| 1Y | +85.4% | -41.9% | +127.4% | +81.5% |
| 3Y | +265.9% | +44.6% | +221.4% | +203.6% |
| 5Y | +1,072.7% | -69.2% | +1,141.9% | +884.8% |
| All | +1,640.1% | -60.2% | +1,700.4% | +1,616.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling