-84.8%
EOSE vs VCLT
-3.2%
-81.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +8.9% |
| 7D | +9.7% | +0.4% | +9.3% | +8.6% |
| 30D | -34.6% | +3.9% | -38.5% | -43.1% |
| 3M | -50.8% | -1.9% | -48.9% | -46.2% |
| 6M | -66.5% | -2.6% | -63.8% | -61.6% |
| YTD | -81.3% | -3.1% | -78.2% | -78.6% |
| 1Y | -84.8% | -3.6% | -81.3% | -82.3% |
| All | -84.8% | -3.2% | -81.6% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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