-84.8%
EOSE vs USFR
+4.1%
-88.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.6% | +12.6% |
| 7D | +9.7% | +0.1% | +9.6% | +14.1% |
| 30D | -34.6% | +0.4% | -34.9% | -23.5% |
| 3M | -50.8% | +1.1% | -51.9% | -17.4% |
| 6M | -66.5% | +2.0% | -68.5% | +4.3% |
| YTD | -81.3% | +3.4% | -84.7% | -21.5% |
| 1Y | -84.8% | +4.1% | -88.9% | -30.1% |
| All | -84.8% | +4.1% | -88.9% | -30.1% |
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