+97.4%
USB vs EOSE
-81.0%
+178.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.7% |
| 7D | +2.6% | +9.8% | -7.2% | +2.2% |
| 30D | +8.4% | -2.1% | +10.5% | +8.2% |
| 3M | -5.5% | -54.1% | +48.5% | -3.4% |
| 6M | +17.7% | -76.9% | +94.7% | +22.8% |
| YTD | +17.6% | -83.3% | +100.9% | +22.4% |
| 1Y | +33.9% | -87.4% | +121.3% | +40.7% |
| 3Y | +103.8% | +61.9% | +42.0% | +84.2% |
| 5Y | +25.6% | -82.1% | +107.7% | +13.2% |
| All | +97.4% | -81.0% | +178.3% | +103.5% |
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