-22.0%
VST vs EOSE
-88.8%
+66.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.7% |
| 7D | +6.6% | +9.8% | -3.2% | +5.3% |
| 30D | -12.4% | -2.1% | -10.3% | -13.1% |
| 3M | -9.0% | -54.1% | +45.1% | -1.8% |
| 6M | -6.4% | -76.9% | +70.5% | +7.5% |
| YTD | -17.2% | -83.3% | +66.1% | -4.0% |
| 1Y | -22.0% | -87.4% | +65.4% | -4.8% |
| All | -22.0% | -88.8% | +66.8% | -4.8% |
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