+1,384.4%
VRT vs EOSE
-60.6%
+1,445.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.7% |
| 7D | -8.4% | +1.8% | -10.2% | -8.5% |
| 30D | -10.9% | -6.8% | -4.0% | -10.5% |
| 3M | -13.7% | -36.3% | +22.6% | -9.7% |
| 6M | -4.1% | -38.8% | +34.6% | -0.7% |
| YTD | +58.7% | -65.5% | +124.3% | +72.1% |
| 1Y | +89.6% | -45.3% | +134.9% | +92.1% |
| 3Y | +558.1% | +44.2% | +514.0% | +440.0% |
| 5Y | +953.0% | -69.5% | +1,022.4% | +697.6% |
| All | +1,384.4% | -60.6% | +1,445.0% | +1,049.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling