+4.0%
VCIT vs EOSE
-81.0%
+85.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.2% |
| 7D | -1.4% | +9.8% | -11.2% | -1.5% |
| 30D | +0.6% | -2.1% | +2.6% | +0.5% |
| 3M | -2.2% | -54.1% | +51.9% | -1.7% |
| 6M | -2.3% | -76.9% | +74.6% | -1.4% |
| YTD | -2.2% | -83.3% | +81.1% | -1.3% |
| 1Y | -1.4% | -87.4% | +86.1% | -0.2% |
| 3Y | +18.7% | +61.9% | -43.1% | +16.3% |
| 5Y | +3.6% | -82.1% | +85.7% | +1.6% |
| All | +4.0% | -81.0% | +85.0% | +1.9% |
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