+118.3%
VT vs EOSE
-81.0%
+199.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.5% |
| 7D | +2.4% | +9.8% | -7.4% | +1.8% |
| 30D | -1.5% | -2.1% | +0.5% | -1.7% |
| 3M | -4.1% | -54.1% | +50.0% | -1.4% |
| 6M | +0.6% | -76.9% | +77.5% | +6.1% |
| YTD | +11.0% | -83.3% | +94.4% | +17.2% |
| 1Y | +13.3% | -87.4% | +100.8% | +20.8% |
| 3Y | +73.4% | +61.9% | +11.5% | +56.8% |
| 5Y | +57.4% | -82.1% | +139.5% | +43.2% |
| All | +118.3% | -81.0% | +199.2% | +111.4% |
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