+95.7%
USB vs EOSE
-82.0%
+177.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.7% | -0.1% |
| 7D | +1.2% | -3.7% | +4.9% | +1.3% |
| 30D | +6.3% | -22.0% | +28.3% | +6.9% |
| 3M | -6.1% | -57.3% | +51.2% | -3.8% |
| 6M | +13.0% | -77.7% | +90.6% | +18.0% |
| YTD | +16.6% | -84.2% | +100.8% | +21.6% |
| 1Y | +31.1% | -89.5% | +120.6% | +38.7% |
| 3Y | +100.9% | +41.4% | +59.5% | +82.5% |
| 5Y | +24.5% | -83.0% | +107.5% | +12.4% |
| All | +95.7% | -82.0% | +177.6% | +102.1% |
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