-26.6%
VRSK vs EOSE
+42.6%
-69.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -5.2% | +1.8% | -7.0% | -5.1% |
| 30D | -2.3% | -6.8% | +4.5% | -2.3% |
| 3M | -2.9% | -36.3% | +33.4% | -2.9% |
| 6M | -12.8% | -38.8% | +26.0% | -12.7% |
| YTD | -20.8% | -65.5% | +44.7% | -20.6% |
| 1Y | -33.2% | -45.3% | +12.1% | -33.3% |
| 3Y | -26.6% | +44.2% | -70.7% | -26.4% |
| All | -26.6% | +42.6% | -69.2% | -26.4% |
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 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