-76.9%
EOSE vs VSXY
+37.7%
-114.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -2.5% |
| 7D | +15.0% | -10.7% | +25.7% | +18.6% |
| 30D | +2.5% | -24.3% | +26.7% | +10.3% |
| 3M | -33.7% | +1.0% | -34.7% | -34.4% |
| 6M | -32.7% | +57.4% | -90.1% | -43.2% |
| YTD | -63.8% | +39.8% | -103.6% | -68.8% |
| 1Y | -40.5% | +196.5% | -237.0% | -60.2% |
| 3Y | +50.4% | +357.2% | -306.9% | -26.9% |
| 5Y | -68.6% | +18.9% | -87.4% | -76.5% |
| All | -76.9% | +37.7% | -114.6% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling