+107.7%
V vs EOSE
-60.2%
+167.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | +0.1% |
| 7D | -3.0% | +14.0% | -17.0% | -3.4% |
| 30D | +1.2% | -5.9% | +7.1% | +1.2% |
| 3M | +13.9% | -34.3% | +48.2% | +14.8% |
| 6M | +17.2% | -37.8% | +55.0% | +17.7% |
| YTD | +5.3% | -65.2% | +70.5% | +6.9% |
| 1Y | +9.5% | -41.9% | +51.4% | +8.5% |
| 3Y | +51.9% | +44.6% | +7.4% | +40.6% |
| 5Y | +69.6% | -69.2% | +138.8% | +51.6% |
| All | +107.7% | -60.2% | +167.9% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling