+75.5%
VMC vs EOSE
-58.6%
+134.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -3.1% |
| 7D | -5.3% | +15.0% | -20.3% | -5.9% |
| 30D | -12.3% | +2.5% | -14.7% | -12.5% |
| 3M | -10.3% | -33.7% | +23.4% | -9.3% |
| 6M | -8.6% | -32.7% | +24.2% | -8.3% |
| YTD | -11.9% | -63.8% | +51.9% | -10.1% |
| 1Y | -13.9% | -40.5% | +26.6% | -14.6% |
| 3Y | +18.2% | +50.4% | -32.2% | +7.6% |
| 5Y | +47.7% | -68.6% | +116.3% | +26.4% |
| All | +75.5% | -58.6% | +134.1% | +62.4% |
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