-69.6%
EOSE vs VEU
+55.0%
-124.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -3.4% |
| 7D | +1.8% | -1.4% | +3.2% | +5.1% |
| 30D | -6.8% | -0.4% | -6.4% | -5.3% |
| 3M | -36.3% | +2.5% | -38.8% | -38.2% |
| 6M | -38.8% | +11.1% | -49.9% | -49.1% |
| YTD | -65.5% | +16.5% | -82.0% | -74.2% |
| 1Y | -45.3% | +22.9% | -68.2% | -63.1% |
| 3Y | +44.2% | +73.4% | -29.3% | -51.3% |
| All | -69.6% | +55.0% | -124.6% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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