-60.8%
EOSE vs VTEB
+4.7%
-65.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -2.2% |
| 7D | +1.8% | -0.9% | +2.7% | +5.1% |
| 30D | -6.8% | -2.5% | -4.3% | +1.8% |
| 3M | -36.3% | -3.0% | -33.3% | -29.1% |
| 6M | -38.8% | -2.1% | -36.6% | -33.1% |
| YTD | -65.5% | -1.5% | -64.0% | -63.3% |
| 1Y | -45.3% | +0.2% | -45.5% | -44.4% |
| 3Y | +44.2% | +8.6% | +35.6% | +27.5% |
| 5Y | -69.5% | +1.2% | -70.7% | -63.9% |
| All | -60.8% | +4.7% | -65.5% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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