+12.5%
USB vs EAT
+48.9%
-36.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +1.6% |
| 7D | +2.4% | -0.1% | +2.5% | +2.3% |
| 30D | +6.6% | +13.5% | -7.0% | +5.9% |
| 3M | -4.1% | +1.0% | -5.1% | -4.1% |
| 6M | +12.5% | +57.3% | -44.8% | +8.6% |
| All | +12.5% | +48.9% | -36.5% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling