-34.9%
VST vs EOSE
-85.5%
+50.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +12.6% | -26.5% | -15.3% |
| 7D | -15.7% | +9.7% | -25.5% | -16.9% |
| 30D | -17.0% | -34.6% | +17.6% | -13.1% |
| 3M | -15.9% | -50.8% | +34.9% | -9.6% |
| 6M | -25.0% | -66.5% | +41.5% | -16.7% |
| YTD | -25.1% | -81.3% | +56.2% | -13.4% |
| 1Y | -34.9% | -84.8% | +50.0% | -22.0% |
| All | -34.9% | -85.5% | +50.6% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling