+146.4%
VUG vs EOSE
-57.1%
+203.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -1.0% |
| 7D | +0.9% | +41.4% | -40.6% | -1.4% |
| 30D | -1.4% | +3.6% | -5.0% | -1.9% |
| 3M | +2.3% | -35.7% | +38.1% | +4.2% |
| 6M | +15.7% | -29.9% | +45.5% | +16.2% |
| YTD | +8.6% | -62.5% | +71.1% | +11.8% |
| 1Y | +14.1% | -37.4% | +51.5% | +12.7% |
| 3Y | +87.9% | +55.8% | +32.1% | +65.8% |
| 5Y | +76.3% | -67.8% | +144.1% | +49.3% |
| All | +146.4% | -57.1% | +203.5% | +121.2% |
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