-58.8%
EOSE vs VIG
+108.2%
-167.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.3% |
| 7D | +15.0% | -1.2% | +16.1% | +17.6% |
| 30D | +2.5% | -2.8% | +5.3% | +9.2% |
| 3M | -33.7% | +2.5% | -36.2% | -37.0% |
| 6M | -32.7% | +8.1% | -40.8% | -42.4% |
| YTD | -63.8% | +9.6% | -73.3% | -69.7% |
| 1Y | -40.5% | +14.2% | -54.7% | -53.5% |
| 3Y | +50.4% | +56.1% | -5.7% | -39.3% |
| 5Y | -68.6% | +62.8% | -131.4% | -87.6% |
| All | -58.8% | +108.2% | -167.0% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling