+8,026.5%
USB vs EAT
+10,748.9%
-2,722.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.3% |
| 7D | -1.5% | -3.3% | +1.8% | -0.7% |
| 30D | +4.3% | +11.7% | -7.4% | +1.3% |
| 3M | -6.1% | -5.9% | -0.2% | -5.6% |
| 6M | +9.4% | +46.7% | -37.3% | -1.7% |
| YTD | +15.2% | +48.2% | -33.0% | +2.2% |
| 1Y | +32.8% | +105.4% | -72.7% | +8.4% |
| 3Y | +91.3% | +502.8% | -411.5% | +15.5% |
| 5Y | +22.7% | +376.3% | -353.6% | -25.5% |
| 10Y | +97.0% | +400.0% | -303.0% | +1.0% |
| All | +8,026.5% | +10,748.9% | -2,722.4% | +1,905.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling