+749.4%
VST vs EOSE
-81.3%
+830.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.0% | -0.7% | +6.7% |
| 7D | -0.5% | +6.8% | -7.3% | -1.3% |
| 30D | -17.1% | -25.4% | +8.3% | -15.7% |
| 3M | -4.6% | -54.7% | +50.1% | +0.4% |
| 6M | -9.1% | -76.5% | +67.5% | -0.3% |
| YTD | -16.6% | -83.6% | +67.0% | -8.2% |
| 1Y | -29.5% | -89.7% | +60.2% | -20.0% |
| 3Y | +297.5% | +38.7% | +258.8% | +268.4% |
| 5Y | +654.5% | -82.9% | +737.4% | +574.7% |
| All | +749.4% | -81.3% | +830.7% | +721.9% |
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