-60.8%
EOSE vs USFR
+20.6%
-81.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | +0.2% |
| 7D | +1.8% | +0.1% | +1.7% | +3.9% |
| 30D | -6.8% | +0.4% | -7.2% | -1.7% |
| 3M | -36.3% | +1.0% | -37.3% | -25.3% |
| 6M | -38.8% | +2.0% | -40.7% | -17.7% |
| YTD | -65.5% | +2.8% | -68.3% | -49.0% |
| 1Y | -45.3% | +4.1% | -49.4% | -4.6% |
| 3Y | +44.2% | +14.1% | +30.0% | +864.1% |
| 5Y | -69.5% | +20.6% | -90.1% | +339.5% |
| All | -60.8% | +20.6% | -81.3% | +474.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling