+16.1%
VZ vs EOSE
-82.0%
+98.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | -0.1% |
| 7D | +0.9% | -3.7% | +4.7% | +0.9% |
| 30D | +6.9% | -22.0% | +28.9% | +6.9% |
| 3M | +0.6% | -57.3% | +57.9% | +0.7% |
| 6M | +0.3% | -77.7% | +78.0% | +0.5% |
| YTD | +21.9% | -84.2% | +106.1% | +22.1% |
| 1Y | +21.7% | -89.5% | +111.2% | +22.1% |
| 3Y | +58.5% | +41.4% | +17.1% | +53.4% |
| 5Y | +22.4% | -83.0% | +105.4% | +15.7% |
| All | +16.1% | -82.0% | +98.1% | +12.4% |
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