+856.9%
VST vs EOSE
-58.6%
+915.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | +5.3% | +15.0% | -9.6% | +4.1% |
| 30D | +5.8% | +2.5% | +3.3% | +5.3% |
| 3M | +3.5% | -33.7% | +37.2% | +5.8% |
| 6M | -7.4% | -32.7% | +25.3% | -6.4% |
| YTD | -6.1% | -63.8% | +57.7% | -2.0% |
| 1Y | -21.6% | -40.5% | +18.9% | -21.5% |
| 3Y | +357.2% | +50.4% | +306.8% | +310.6% |
| 5Y | +777.0% | -68.6% | +845.6% | +640.9% |
| All | +856.9% | -58.6% | +915.5% | +777.4% |
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 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