+89.2%
USB vs EAT
+375.0%
-285.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | +0.8% | -3.9% | +4.7% | +1.6% |
| 30D | +6.8% | +5.0% | +1.8% | +5.3% |
| 3M | -3.8% | -9.6% | +5.8% | -2.5% |
| 6M | +11.7% | +46.8% | -35.0% | +1.2% |
| YTD | +17.5% | +41.8% | -24.3% | +6.2% |
| 1Y | +33.8% | +98.3% | -64.5% | +11.6% |
| 3Y | +104.2% | +503.1% | -398.8% | +27.1% |
| 5Y | +26.4% | +356.7% | -330.2% | -20.0% |
| 10Y | +89.2% | +349.8% | -260.6% | +11.6% |
| All | +89.2% | +375.0% | -285.8% | +11.6% |
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