+146.1%
VUG vs EOSE
-60.6%
+206.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | -1.0% | -6.8% | +5.9% | -0.8% |
| 3M | +3.5% | -36.3% | +39.8% | +5.5% |
| 6M | +14.2% | -38.8% | +53.0% | +15.6% |
| YTD | +8.5% | -65.5% | +74.0% | +12.2% |
| 1Y | +12.9% | -45.3% | +58.2% | +12.4% |
| 3Y | +85.6% | +44.2% | +41.5% | +64.6% |
| 5Y | +78.1% | -69.5% | +147.6% | +51.4% |
| All | +146.1% | -60.6% | +206.8% | +122.0% |
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