-47.1%
EOSE vs USFR
+4.0%
-51.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.8% | +11.7% |
| 7D | +19.0% | +0.1% | +19.0% | +21.8% |
| 30D | +1.6% | +0.3% | +1.3% | +15.7% |
| 3M | -52.0% | +1.0% | -53.0% | -26.5% |
| 6M | -42.5% | +1.9% | -44.5% | +17.6% |
| YTD | -66.1% | +2.6% | -68.8% | -39.6% |
| 1Y | -47.1% | +4.0% | -51.1% | -21.6% |
| All | -47.1% | +4.0% | -51.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling