+1,579.4%
VRT vs EOSE
-57.1%
+1,636.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.8% | -7.2% | +2.3% |
| 7D | +13.6% | +41.4% | -27.8% | +8.5% |
| 30D | +6.8% | +3.6% | +3.2% | +5.8% |
| 3M | -3.2% | -35.7% | +32.5% | +1.1% |
| 6M | +20.3% | -29.9% | +50.2% | +22.5% |
| YTD | +79.6% | -62.5% | +142.1% | +92.6% |
| 1Y | +139.0% | -37.4% | +176.4% | +138.0% |
| 3Y | +644.6% | +55.8% | +588.8% | +504.7% |
| 5Y | +1,024.4% | -67.8% | +1,092.2% | +743.4% |
| All | +1,579.4% | -57.1% | +1,636.5% | +1,186.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling