+9.4%
VG vs EOSE
-40.3%
+49.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.8% | -8.7% | +2.7% |
| 7D | -2.5% | +41.4% | -44.0% | -0.6% |
| 30D | +11.1% | +3.6% | +7.5% | +11.8% |
| 3M | +14.9% | -35.7% | +50.6% | +14.0% |
| 6M | +18.4% | -29.9% | +48.2% | +19.0% |
| YTD | +116.6% | -62.5% | +179.1% | +128.9% |
| 1Y | +9.4% | -37.4% | +46.8% | +34.1% |
| All | +9.4% | -40.3% | +49.6% | +34.1% |
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 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