+40.9%
VSH vs EOSE
+42.6%
-1.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.3% |
| 7D | +4.8% | +1.8% | +3.0% | +4.4% |
| 30D | -0.7% | -6.8% | +6.1% | -0.3% |
| 3M | -43.1% | -36.3% | -6.8% | -40.4% |
| 6M | +91.8% | -38.8% | +130.5% | +99.8% |
| YTD | +131.6% | -65.5% | +197.2% | +149.2% |
| 1Y | +118.1% | -45.3% | +163.4% | +126.2% |
| 3Y | +40.9% | +44.2% | -3.3% | +24.4% |
| All | +40.9% | +42.6% | -1.7% | +24.4% |
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