-60.8%
EOSE vs VO
+98.3%
-159.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -2.8% |
| 7D | +1.8% | -1.5% | +3.3% | +5.3% |
| 30D | -6.8% | -3.0% | -3.8% | +0.1% |
| 3M | -36.3% | +2.8% | -39.1% | -39.6% |
| 6M | -38.8% | +10.9% | -49.7% | -49.9% |
| YTD | -65.5% | +12.5% | -78.0% | -72.7% |
| 1Y | -45.3% | +12.0% | -57.3% | -55.1% |
| 3Y | +44.2% | +56.3% | -12.1% | -40.7% |
| 5Y | -69.5% | +42.9% | -112.4% | -83.7% |
| All | -60.8% | +98.3% | -159.0% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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