+383.4%
EFA vs EQT
+762.4%
-379.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -2.2% | +1.1% | -3.3% | -2.5% |
| 3M | +5.7% | +4.8% | +0.9% | +4.3% |
| 6M | +8.2% | -10.6% | +18.8% | +10.3% |
| YTD | +11.8% | +3.4% | +8.3% | +9.9% |
| 1Y | +18.3% | +8.7% | +9.6% | +14.6% |
| 3Y | +64.9% | +35.0% | +30.0% | +47.7% |
| 5Y | +52.4% | +204.2% | -151.9% | +4.9% |
| 10Y | +142.4% | +52.5% | +89.9% | +76.4% |
| All | +383.4% | +762.4% | -379.0% | +33.4% |
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