-57.3%
EOSE vs VCLT
-11.7%
-45.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.9% | +10.9% |
| 7D | +41.4% | +0.3% | +41.1% | +40.9% |
| 30D | +3.6% | -0.6% | +4.2% | +4.6% |
| 3M | -35.7% | -2.2% | -33.5% | -33.4% |
| 6M | -29.9% | -2.9% | -27.0% | -26.0% |
| YTD | -62.5% | -2.1% | -60.4% | -60.8% |
| 1Y | -37.4% | -2.6% | -34.8% | -34.2% |
| 3Y | +55.8% | +12.5% | +43.3% | +42.2% |
| 5Y | -67.8% | -15.3% | -52.5% | -61.2% |
| All | -57.3% | -11.7% | -45.6% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling