+96.4%
USB vs EOSE
-80.2%
+176.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.4% | -14.5% | -0.6% |
| 7D | -0.5% | -7.0% | +6.5% | -0.4% |
| 30D | +5.7% | -16.7% | +22.4% | +6.1% |
| 3M | -4.7% | -53.1% | +48.4% | -2.6% |
| 6M | +13.4% | -76.8% | +90.2% | +18.3% |
| YTD | +17.0% | -82.6% | +99.6% | +21.7% |
| 1Y | +32.4% | -89.3% | +121.6% | +39.9% |
| 3Y | +101.7% | +55.5% | +46.2% | +82.6% |
| 5Y | +24.4% | -81.9% | +106.3% | +12.0% |
| All | +96.4% | -80.2% | +176.6% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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