-47.1%
EOSE vs VLTO
-8.3%
-38.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.6% | +12.5% | +9.6% |
| 7D | +19.0% | -2.3% | +21.3% | +17.0% |
| 30D | +1.6% | -0.9% | +2.4% | +0.8% |
| 3M | -52.0% | +13.8% | -65.8% | -46.3% |
| 6M | -42.5% | +2.0% | -44.5% | -38.7% |
| YTD | -66.1% | -3.2% | -63.0% | -63.9% |
| 1Y | -47.1% | -9.2% | -38.0% | -42.5% |
| All | -47.1% | -8.3% | -38.9% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling