-82.7%
EOSE vs VT
+113.5%
-196.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.7% | -8.0% |
| 7D | -7.9% | -2.3% | -5.6% | -1.4% |
| 30D | -43.9% | -5.0% | -38.9% | -35.0% |
| 3M | -55.8% | -4.9% | -51.0% | -48.4% |
| 6M | -73.4% | -1.5% | -71.9% | -70.4% |
| YTD | -84.8% | +8.5% | -93.3% | -86.2% |
| 1Y | -88.6% | +11.4% | -100.0% | -90.2% |
| 3Y | -2.8% | +70.1% | -72.9% | -67.1% |
| 5Y | -84.6% | +53.7% | -138.3% | -93.0% |
| All | -82.7% | +113.5% | -196.3% | -89.7% |
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