+126.2%
VSH vs EOSE
-60.6%
+186.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.2% |
| 7D | +4.8% | +1.8% | +3.0% | +4.5% |
| 30D | -0.7% | -6.8% | +6.1% | -0.4% |
| 3M | -43.1% | -36.3% | -6.8% | -40.7% |
| 6M | +91.8% | -38.8% | +130.5% | +98.8% |
| YTD | +131.6% | -65.5% | +197.2% | +147.9% |
| 1Y | +118.1% | -45.3% | +163.4% | +123.3% |
| 3Y | +40.9% | +44.2% | -3.3% | +22.1% |
| 5Y | +75.8% | -69.5% | +145.3% | +49.6% |
| All | +126.2% | -60.6% | +186.8% | +107.3% |
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