+125.6%
VT vs EOSE
-57.1%
+182.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -1.0% |
| 7D | +1.0% | +41.4% | -40.4% | -0.7% |
| 30D | -0.2% | +3.6% | -3.9% | -0.6% |
| 3M | +4.5% | -35.7% | +40.3% | +6.0% |
| 6M | +14.1% | -29.9% | +43.9% | +14.4% |
| YTD | +14.8% | -62.5% | +77.2% | +17.3% |
| 1Y | +21.2% | -37.4% | +58.6% | +20.1% |
| 3Y | +76.6% | +55.8% | +20.8% | +60.1% |
| 5Y | +66.6% | -67.8% | +134.4% | +47.5% |
| All | +125.6% | -57.1% | +182.7% | +111.6% |
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