-61.5%
EOSE vs VT
+127.0%
-188.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | +19.0% | +0.4% | +18.6% | +17.9% |
| 30D | +1.6% | +1.0% | +0.6% | -0.1% |
| 3M | -52.0% | +2.4% | -54.4% | -53.4% |
| 6M | -42.5% | +12.0% | -54.5% | -53.7% |
| YTD | -66.1% | +15.3% | -81.5% | -74.2% |
| 1Y | -47.1% | +22.6% | -69.7% | -64.2% |
| 3Y | +0.8% | +74.7% | -73.9% | -68.6% |
| 5Y | -71.7% | +66.1% | -137.8% | -89.4% |
| All | -61.5% | +127.0% | -188.5% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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