-51.4%
VG vs EOSE
-72.2%
+20.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.2% |
| 7D | -22.0% | -7.9% | -14.1% | -21.9% |
| 30D | -11.6% | -43.9% | +32.2% | -10.9% |
| 3M | -14.9% | -55.8% | +41.0% | -13.9% |
| 6M | -3.5% | -73.4% | +69.9% | -1.8% |
| YTD | +70.0% | -84.8% | +154.8% | +81.3% |
| 1Y | +50.0% | -88.6% | +138.6% | +65.2% |
| All | -51.4% | -72.2% | +20.8% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling