-49.4%
VG vs EOSE
-72.2%
+22.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.1% | +1.8% |
| 7D | -7.7% | -8.4% | +0.7% | -7.6% |
| 30D | -8.8% | -31.0% | +22.1% | -8.3% |
| 3M | -15.6% | -57.0% | +41.4% | -14.6% |
| 6M | +5.2% | -78.3% | +83.5% | +8.4% |
| YTD | +76.9% | -84.8% | +161.7% | +88.7% |
| 1Y | +42.5% | -90.9% | +133.4% | +62.0% |
| All | -49.4% | -72.2% | +22.8% | -56.6% |
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