+94.8%
EOSE vs VLTO
+25.1%
+69.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.2% |
| 7D | +15.0% | -2.6% | +17.5% | +15.9% |
| 30D | +2.5% | -2.5% | +4.9% | +3.2% |
| 3M | -33.7% | +10.1% | -43.8% | -37.4% |
| 6M | -32.7% | +1.0% | -33.7% | -33.6% |
| YTD | -63.8% | -4.8% | -59.0% | -63.3% |
| 1Y | -40.5% | -9.3% | -31.2% | -37.8% |
| All | +94.8% | +25.1% | +69.7% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling