+45.6%
EOSE vs VO
+54.6%
-9.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -2.9% | -1.7% |
| 7D | +14.0% | -2.5% | +16.5% | +20.9% |
| 30D | -5.9% | -3.2% | -2.7% | +2.0% |
| 3M | -34.3% | +3.9% | -38.2% | -39.2% |
| 6M | -37.8% | +9.6% | -47.4% | -48.1% |
| YTD | -65.2% | +11.6% | -76.8% | -72.2% |
| 1Y | -41.9% | +12.6% | -54.5% | -53.2% |
| All | +45.6% | +54.6% | -9.0% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling