+98.3%
USB vs EAT
+611.4%
-513.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -1.3% | +1.9% | -3.2% | -1.9% |
| 3M | +15.2% | +68.7% | -53.4% | +3.9% |
| 6M | +18.8% | +66.9% | -48.1% | +6.6% |
| YTD | +21.0% | +60.4% | -39.4% | +9.1% |
| 1Y | +34.0% | +44.0% | -10.0% | +23.2% |
| All | +98.3% | +611.4% | -513.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling