+98.3%
USB vs EOSE
+4.6%
+93.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.1% | -0.7% |
| 7D | +1.4% | +19.0% | -17.6% | +0.7% |
| 30D | -1.3% | +1.6% | -2.9% | -1.5% |
| 3M | +15.2% | -52.0% | +67.2% | +17.9% |
| 6M | +18.8% | -42.5% | +61.3% | +19.8% |
| YTD | +21.0% | -66.1% | +87.2% | +23.4% |
| 1Y | +34.0% | -47.1% | +81.2% | +32.7% |
| All | +98.3% | +4.6% | +93.7% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling