+31.8%
USB vs EOSE
-89.0%
+120.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.3% |
| 7D | 0.0% | -7.9% | +7.9% | +0.2% |
| 30D | +5.8% | -43.9% | +49.7% | +7.0% |
| 3M | -6.0% | -55.8% | +49.9% | -4.6% |
| 6M | +7.8% | -73.4% | +81.2% | +9.9% |
| YTD | +14.6% | -84.8% | +99.4% | +15.4% |
| 1Y | +31.8% | -88.6% | +120.4% | +33.7% |
| All | +31.8% | -89.0% | +120.8% | +33.7% |
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