+156.7%
B vs EQT
+192.3%
-35.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -5.0% | -1.2% | -3.9% | -4.9% |
| 30D | +8.7% | +1.1% | +7.6% | +8.5% |
| 3M | +17.3% | +4.8% | +12.5% | +16.1% |
| 6M | -5.0% | -10.6% | +5.5% | -3.7% |
| YTD | +1.4% | +3.4% | -2.0% | +0.1% |
| 1Y | +50.5% | +8.7% | +41.8% | +47.1% |
| 3Y | +194.4% | +35.0% | +159.4% | +171.5% |
| 5Y | +156.7% | +204.2% | -47.6% | +104.4% |
| All | +156.7% | +192.3% | -35.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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