+126.7%
VT vs EOSE
-61.3%
+188.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | -0.5% |
| 7D | +0.4% | +19.0% | -18.6% | -0.5% |
| 30D | +1.0% | +1.6% | -0.6% | +0.7% |
| 3M | +2.4% | -52.0% | +54.4% | +5.2% |
| 6M | +12.0% | -42.5% | +54.5% | +13.4% |
| YTD | +15.3% | -66.1% | +81.5% | +18.4% |
| 1Y | +22.6% | -47.1% | +69.7% | +22.4% |
| 3Y | +74.7% | +0.8% | +73.9% | +61.5% |
| 5Y | +66.1% | -71.7% | +137.8% | +48.0% |
| All | +126.7% | -61.3% | +188.0% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling