+118.9%
VT vs EOSE
-82.0%
+200.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | -0.2% |
| 7D | +2.9% | -3.7% | +6.6% | +3.0% |
| 30D | -2.5% | -22.0% | +19.5% | -1.7% |
| 3M | -3.3% | -57.3% | +54.0% | -0.2% |
| 6M | +1.5% | -77.7% | +79.2% | +7.3% |
| YTD | +11.4% | -84.2% | +95.6% | +17.8% |
| 1Y | +11.9% | -89.5% | +101.4% | +20.2% |
| 3Y | +73.9% | +41.4% | +32.5% | +58.3% |
| 5Y | +57.9% | -83.0% | +140.9% | +43.9% |
| All | +118.9% | -82.0% | +200.8% | +112.6% |
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