+51.8%
VG vs EOSE
-85.5%
+137.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +12.6% | -20.3% | -7.0% |
| 7D | -16.4% | +9.7% | -26.1% | -15.9% |
| 30D | -10.8% | -34.6% | +23.8% | -12.9% |
| 3M | -6.3% | -50.8% | +44.5% | -9.6% |
| 6M | -12.5% | -66.5% | +54.0% | -16.7% |
| YTD | +76.9% | -81.3% | +158.2% | +83.9% |
| 1Y | +51.8% | -84.8% | +136.6% | +61.2% |
| All | +51.8% | -85.5% | +137.3% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling