+32.6%
USB vs EOSE
-90.5%
+123.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.2% |
| 7D | +1.4% | -8.4% | +9.9% | +1.6% |
| 30D | +6.4% | -31.0% | +37.4% | +7.1% |
| 3M | -4.5% | -57.0% | +52.6% | -3.1% |
| 6M | +11.4% | -78.3% | +89.6% | +14.2% |
| YTD | +17.1% | -84.8% | +101.9% | +17.4% |
| 1Y | +32.6% | -90.9% | +123.5% | +36.0% |
| All | +32.6% | -90.5% | +123.1% | +36.0% |
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