+33.0%
USB vs EOSE
-89.7%
+122.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.5% | +2.3% |
| 7D | +0.8% | +6.8% | -6.1% | +0.6% |
| 30D | +6.8% | -25.4% | +32.2% | +7.3% |
| 3M | -3.8% | -54.7% | +50.9% | -2.6% |
| 6M | +11.7% | -76.5% | +88.3% | +14.4% |
| YTD | +17.5% | -83.6% | +101.1% | +17.6% |
| All | +33.0% | -89.7% | +122.7% | +36.2% |
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 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