+5.2%
VUG vs EOSE
-85.5%
+90.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.6% | -11.1% | +0.7% |
| 7D | -3.0% | +9.7% | -12.8% | -3.7% |
| 30D | -6.4% | -34.6% | +28.1% | -4.2% |
| 3M | -3.2% | -50.8% | +47.6% | +0.6% |
| 6M | +3.1% | -66.5% | +69.6% | +8.8% |
| YTD | +6.3% | -81.3% | +87.6% | +13.2% |
| 1Y | +5.2% | -84.8% | +90.0% | +12.7% |
| All | +5.2% | -85.5% | +90.7% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling