-58.8%
EOSE vs USFR
+20.5%
-79.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +15.0% | +0.1% | +14.9% | +15.9% |
| 30D | +2.5% | +0.3% | +2.2% | +6.9% |
| 3M | -33.7% | +1.0% | -34.7% | -23.0% |
| 6M | -32.7% | +1.9% | -34.7% | -10.3% |
| YTD | -63.8% | +2.7% | -66.4% | -47.2% |
| 1Y | -40.5% | +4.0% | -44.5% | +2.1% |
| 3Y | +50.4% | +14.0% | +36.3% | +888.8% |
| 5Y | -68.6% | +20.4% | -89.0% | +341.9% |
| All | -58.8% | +20.5% | -79.2% | +493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling