-30.6%
VRSK vs EOSE
-49.1%
+18.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.9% | -13.4% | -2.0% |
| 7D | -3.1% | +19.0% | -22.1% | -2.2% |
| 30D | -1.6% | +1.6% | -3.1% | -1.2% |
| 3M | +3.5% | -52.0% | +55.5% | +2.1% |
| 6M | -13.4% | -42.5% | +29.2% | -13.6% |
| YTD | -16.5% | -66.1% | +49.6% | -16.8% |
| 1Y | -30.6% | -47.1% | +16.6% | -27.9% |
| All | -30.6% | -49.1% | +18.5% | -27.9% |
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