+101.9%
EOSE vs VLTO
+26.2%
+75.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +11.1% |
| 7D | +41.4% | -1.6% | +43.0% | +42.1% |
| 30D | +3.6% | -2.9% | +6.5% | +4.6% |
| 3M | -35.7% | +12.7% | -48.4% | -39.9% |
| 6M | -29.9% | +1.6% | -31.4% | -30.8% |
| YTD | -62.5% | -4.0% | -58.5% | -62.0% |
| 1Y | -37.4% | -10.2% | -27.2% | -33.7% |
| All | +101.9% | +26.2% | +75.7% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling