-58.8%
EOSE vs VEU
+103.3%
-162.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -1.7% |
| 7D | +15.0% | +0.3% | +14.7% | +14.1% |
| 30D | +2.5% | +0.7% | +1.8% | +1.7% |
| 3M | -33.7% | +4.7% | -38.4% | -38.6% |
| 6M | -32.7% | +11.6% | -44.4% | -44.4% |
| YTD | -63.8% | +16.8% | -80.6% | -72.8% |
| 1Y | -40.5% | +24.9% | -65.4% | -60.9% |
| 3Y | +50.4% | +75.7% | -25.4% | -49.4% |
| 5Y | -68.6% | +56.1% | -124.7% | -85.8% |
| All | -58.8% | +103.3% | -162.1% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling