+76.5%
VUG vs EOSE
-70.2%
+146.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.3% |
| 7D | -1.9% | +14.0% | -15.9% | -2.8% |
| 30D | -1.6% | -5.9% | +4.3% | -1.5% |
| 3M | +4.4% | -34.3% | +38.7% | +6.3% |
| 6M | +13.2% | -37.8% | +51.0% | +14.6% |
| YTD | +7.5% | -65.2% | +72.7% | +11.3% |
| 1Y | +12.5% | -41.9% | +54.4% | +11.5% |
| 3Y | +86.0% | +44.6% | +41.4% | +63.4% |
| 5Y | +76.5% | -69.2% | +145.7% | +54.6% |
| All | +76.5% | -70.2% | +146.7% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling