-60.8%
EOSE vs VIG
+108.7%
-169.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -2.6% |
| 7D | +1.8% | -1.1% | +2.9% | +4.1% |
| 30D | -6.8% | -2.7% | -4.1% | -0.9% |
| 3M | -36.3% | +2.5% | -38.8% | -39.6% |
| 6M | -38.8% | +9.2% | -48.0% | -48.8% |
| YTD | -65.5% | +9.8% | -75.4% | -71.3% |
| 1Y | -45.3% | +12.4% | -57.7% | -55.8% |
| 3Y | +44.2% | +55.9% | -11.7% | -41.6% |
| 5Y | -69.5% | +63.9% | -133.4% | -88.1% |
| All | -60.8% | +108.7% | -169.5% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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