-78.0%
EOSE vs VSXY
+37.5%
-115.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.9% |
| 7D | +1.8% | +0.1% | +1.7% | +1.9% |
| 30D | -6.8% | -18.7% | +11.8% | -1.5% |
| 3M | -36.3% | -4.0% | -32.3% | -36.1% |
| 6M | -38.8% | +67.5% | -106.2% | -49.2% |
| YTD | -65.5% | +39.7% | -105.2% | -70.3% |
| 1Y | -45.3% | +180.0% | -225.3% | -62.8% |
| 3Y | +44.2% | +337.3% | -293.1% | -28.5% |
| 5Y | -69.5% | +22.7% | -92.2% | -77.3% |
| All | -78.0% | +37.5% | -115.6% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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