+7.2%
VNQ vs EOSE
-70.0%
+77.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | -2.6% | -6.8% | +4.3% | -2.5% |
| 3M | -2.0% | -36.3% | +34.3% | -0.8% |
| 6M | +4.3% | -38.8% | +43.1% | +5.0% |
| YTD | +9.2% | -65.5% | +74.8% | +11.6% |
| 1Y | +5.6% | -45.3% | +50.9% | +4.6% |
| 3Y | +30.8% | +44.2% | -13.3% | +16.4% |
| All | +7.2% | -70.0% | +77.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling