+41.2%
USB vs EOSE
-71.7%
+112.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.0% |
| 6M | +18.8% | -42.5% | +61.3% | +19.9% |
| YTD | +21.0% | -66.1% | +87.2% | +23.7% |
| 1Y | +34.0% | -47.1% | +81.2% | +33.2% |
| 3Y | +95.3% | +0.8% | +94.5% | +77.6% |
| All | +41.2% | -71.7% | +112.9% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling