-47.1%
EOSE vs VYM
+21.4%
-68.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +12.3% |
| 7D | +19.0% | 0.0% | +19.0% | +19.2% |
| 30D | +1.6% | -0.5% | +2.1% | +4.0% |
| 3M | -52.0% | +3.0% | -55.0% | -56.3% |
| 6M | -42.5% | +8.2% | -50.7% | -56.0% |
| YTD | -66.1% | +15.8% | -82.0% | -80.5% |
| 1Y | -47.1% | +20.8% | -68.0% | -71.0% |
| All | -47.1% | +21.4% | -68.6% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling