+33.9%
USB vs EOSE
-88.8%
+122.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.7% |
| 7D | +2.6% | +9.8% | -7.2% | +2.3% |
| 30D | +8.4% | -2.1% | +10.5% | +8.3% |
| 3M | -5.5% | -54.1% | +48.5% | -4.4% |
| 6M | +17.7% | -76.9% | +94.7% | +20.4% |
| YTD | +17.6% | -83.3% | +100.9% | +17.4% |
| 1Y | +33.9% | -87.4% | +121.3% | +34.7% |
| All | +33.9% | -88.8% | +122.7% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling