+11,570.3%
COST vs EQT
+2,995.6%
+8,574.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -4.4% | +1.1% | -5.5% | -4.6% |
| 3M | -8.1% | +4.8% | -12.9% | -8.7% |
| 6M | -9.2% | -10.6% | +1.3% | -8.1% |
| YTD | +5.1% | +3.4% | +1.7% | +4.2% |
| 1Y | -5.1% | +8.7% | -13.8% | -6.7% |
| 3Y | +70.4% | +35.0% | +35.4% | +60.2% |
| 5Y | +104.7% | +204.2% | -99.5% | +66.5% |
| 10Y | +608.8% | +52.5% | +556.4% | +490.1% |
| All | +11,570.3% | +2,995.6% | +8,574.7% | +5,170.4% |
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 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