+22.7%
VZ vs EOSE
-60.2%
+82.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | +0.5% |
| 7D | -1.2% | +14.0% | -15.2% | -1.2% |
| 30D | +5.7% | -5.9% | +11.6% | +5.7% |
| 3M | +8.2% | -34.3% | +42.5% | +8.3% |
| 6M | +1.7% | -37.8% | +39.5% | +1.8% |
| YTD | +28.9% | -65.2% | +94.0% | +29.0% |
| 1Y | +22.7% | -41.9% | +64.7% | +22.3% |
| 3Y | +82.7% | +44.6% | +38.1% | +78.0% |
| 5Y | +26.4% | -69.2% | +95.6% | +19.0% |
| All | +22.7% | -60.2% | +82.9% | +18.8% |
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