+38.7%
EOSE vs VLTO
+73.3%
-34.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.8% | +7.2% | +7.9% |
| 7D | +6.8% | +2.0% | +4.8% | +6.5% |
| 30D | -25.4% | +21.8% | -47.2% | -28.5% |
| 3M | -54.7% | +20.2% | -74.9% | -56.5% |
| 6M | -76.5% | +36.3% | -112.9% | -78.7% |
| YTD | -83.6% | +18.8% | -102.4% | -84.1% |
| 1Y | -89.7% | +20.4% | -110.1% | -90.2% |
| 3Y | +38.7% | +71.9% | -33.2% | +4.8% |
| All | +38.7% | +73.3% | -34.5% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling