+36.6%
VTRS vs EOSE
-60.6%
+97.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | +3.3% | -6.8% | +10.2% | +3.4% |
| 3M | +2.0% | -36.3% | +38.3% | +3.2% |
| 6M | +19.9% | -38.8% | +58.7% | +20.6% |
| YTD | +35.7% | -65.5% | +101.3% | +38.7% |
| 1Y | +68.1% | -45.3% | +113.4% | +66.8% |
| 3Y | +87.1% | +44.2% | +42.9% | +68.0% |
| 5Y | +47.6% | -69.5% | +117.1% | +32.8% |
| All | +36.6% | -60.6% | +97.2% | +38.1% |
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