+81.3%
USB vs EAT
+320.8%
-239.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.6% | -4.0% | +6.6% | +3.4% |
| 30D | +8.4% | -2.9% | +11.3% | +8.7% |
| 3M | -5.5% | -16.9% | +11.3% | -2.4% |
| 6M | +17.7% | +57.0% | -39.2% | +5.0% |
| YTD | +17.6% | +38.2% | -20.6% | +6.8% |
| 1Y | +33.9% | +69.3% | -35.4% | +15.8% |
| 3Y | +103.8% | +483.0% | -379.2% | +27.8% |
| 5Y | +25.6% | +364.1% | -338.5% | -20.8% |
| All | +81.3% | +320.8% | -239.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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