-57.3%
EOSE vs VO
+100.2%
-157.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +12.1% |
| 7D | +41.4% | +0.6% | +40.8% | +39.3% |
| 30D | +3.6% | -1.1% | +4.7% | +6.4% |
| 3M | -35.7% | +4.5% | -40.3% | -41.3% |
| 6M | -29.9% | +11.1% | -40.9% | -42.9% |
| YTD | -62.5% | +13.5% | -76.0% | -70.9% |
| 1Y | -37.4% | +14.5% | -51.9% | -51.0% |
| 3Y | +55.8% | +58.1% | -2.3% | -37.6% |
| 5Y | -67.8% | +43.3% | -111.1% | -83.0% |
| All | -57.3% | +100.2% | -157.5% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling