-60.8%
EOSE vs VYM
+139.1%
-199.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -2.4% |
| 7D | +1.8% | -0.8% | +2.6% | +3.5% |
| 30D | -6.8% | -2.2% | -4.6% | -2.0% |
| 3M | -36.3% | +3.1% | -39.4% | -40.0% |
| 6M | -38.8% | +9.7% | -48.5% | -48.7% |
| YTD | -65.5% | +14.9% | -80.4% | -73.6% |
| 1Y | -45.3% | +17.6% | -62.9% | -59.2% |
| 3Y | +44.2% | +65.3% | -21.1% | -45.6% |
| 5Y | -69.5% | +78.7% | -148.2% | -88.3% |
| All | -60.8% | +139.1% | -199.9% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling