+44.2%
EOSE vs VIG
+55.8%
-11.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -2.7% |
| 7D | +1.8% | -1.1% | +2.9% | +4.2% |
| 30D | -6.8% | -2.7% | -4.1% | -0.6% |
| 3M | -36.3% | +2.5% | -38.8% | -39.7% |
| 6M | -38.8% | +9.2% | -48.0% | -49.1% |
| YTD | -65.5% | +9.8% | -75.4% | -71.5% |
| 1Y | -45.3% | +12.4% | -57.7% | -56.0% |
| 3Y | +44.2% | +55.9% | -11.7% | -54.1% |
| All | +44.2% | +55.8% | -11.6% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling