+190.8%
EQT vs ALB
-48.7%
+239.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -1.0% |
| 7D | -2.0% | -6.9% | +4.9% | -0.8% |
| 30D | 0.0% | -8.4% | +8.4% | +1.4% |
| 3M | +5.9% | -25.9% | +31.9% | +11.1% |
| 6M | -14.8% | -29.7% | +14.9% | -10.8% |
| YTD | +1.8% | -16.5% | +18.3% | +2.2% |
| 1Y | +7.4% | +58.7% | -51.4% | -6.2% |
| 3Y | +33.6% | -34.0% | +67.6% | +37.2% |
| All | +190.8% | -48.7% | +239.4% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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