-60.8%
EOSE vs VCLT
-12.9%
-47.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | +1.8% | -1.4% | +3.2% | +3.8% |
| 30D | -6.8% | -1.2% | -5.7% | -5.2% |
| 3M | -36.3% | -4.8% | -31.5% | -31.5% |
| 6M | -38.8% | -2.6% | -36.2% | -35.4% |
| YTD | -65.5% | -3.3% | -62.2% | -63.3% |
| 1Y | -45.3% | -4.8% | -40.5% | -40.7% |
| 3Y | +44.2% | +11.5% | +32.6% | +33.4% |
| 5Y | -69.5% | -17.0% | -52.5% | -62.2% |
| All | -60.8% | -12.9% | -47.9% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling