-39.3%
VG vs EOSE
-37.9%
-1.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -0.6% |
| 7D | +1.7% | +19.0% | -17.3% | +1.4% |
| 30D | +16.0% | +1.6% | +14.4% | +15.9% |
| 3M | +9.7% | -52.0% | +61.7% | +12.1% |
| 6M | +29.6% | -42.5% | +72.1% | +30.6% |
| YTD | +112.0% | -66.1% | +178.2% | +123.6% |
| 1Y | +12.8% | -47.1% | +59.9% | +9.6% |
| All | -39.3% | -37.9% | -1.4% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling