+118.8%
VT vs EOSE
-81.3%
+200.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +2.2% |
| 7D | +0.4% | +6.8% | -6.5% | 0.0% |
| 30D | -2.6% | -25.4% | +22.8% | -1.6% |
| 3M | -3.2% | -54.7% | +51.5% | -0.3% |
| 6M | +0.9% | -76.5% | +77.5% | +6.5% |
| YTD | +11.3% | -83.6% | +94.9% | +17.6% |
| 1Y | +14.0% | -89.7% | +103.7% | +22.6% |
| 3Y | +75.8% | +38.7% | +37.1% | +60.3% |
| 5Y | +57.8% | -82.9% | +140.7% | +43.9% |
| All | +118.8% | -81.3% | +200.0% | +112.2% |
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