+769.3%
VST vs EOSE
-71.7%
+841.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.3% | +2.5% |
| 7D | +8.9% | +19.0% | -10.1% | +7.1% |
| 30D | +6.2% | +1.6% | +4.6% | +5.7% |
| 3M | -2.7% | -52.0% | +49.3% | +2.7% |
| 6M | -8.4% | -42.5% | +34.2% | -5.9% |
| YTD | -7.2% | -66.1% | +58.9% | -1.8% |
| 1Y | -20.9% | -47.1% | +26.2% | -20.1% |
| 3Y | +384.0% | +0.8% | +383.2% | +331.1% |
| All | +769.3% | -71.7% | +841.0% | +715.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling