+91.5%
USB vs EOSE
-16.7%
+108.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.5% |
| 3M | -6.0% | -55.8% | +49.9% | -3.9% |
| 6M | +7.8% | -73.4% | +81.2% | +11.2% |
| YTD | +14.6% | -84.8% | +99.4% | +19.0% |
| 1Y | +31.8% | -88.6% | +120.4% | +37.9% |
| 3Y | +91.5% | -2.8% | +94.3% | +78.2% |
| All | +91.5% | -16.7% | +108.3% | +78.2% |
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 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