+113.6%
VSH vs EOSE
-57.1%
+170.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.9% | -2.2% |
| 7D | +6.2% | +41.4% | -35.2% | +2.2% |
| 30D | -11.1% | +3.6% | -14.7% | -11.8% |
| 3M | -44.9% | -35.7% | -9.2% | -42.8% |
| 6M | +90.0% | -29.9% | +119.8% | +94.4% |
| YTD | +118.8% | -62.5% | +181.3% | +132.2% |
| 1Y | +109.0% | -37.4% | +146.4% | +111.4% |
| 3Y | +35.6% | +55.8% | -20.2% | +16.6% |
| 5Y | +66.7% | -67.8% | +134.5% | +40.9% |
| All | +113.6% | -57.1% | +170.8% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling