+803.7%
B vs EQT
+3,007.4%
-2,203.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +9.4% | +7.7% | +1.7% | +7.9% |
| 3M | +5.0% | +0.2% | +4.8% | +4.7% |
| 6M | -3.5% | -9.5% | +5.9% | -2.4% |
| YTD | +4.5% | +3.8% | +0.6% | +3.0% |
| 1Y | +67.8% | +7.8% | +60.0% | +64.2% |
| 3Y | +196.7% | +30.1% | +166.6% | +176.4% |
| 5Y | +151.9% | +188.6% | -36.7% | +97.1% |
| 10Y | +202.2% | +54.6% | +147.6% | +144.7% |
| All | +803.7% | +3,007.4% | -2,203.7% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling