+177.2%
EQT vs AUR
-35.7%
+212.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | 0.0% | -6.4% | +6.4% | +0.3% |
| 3M | +5.9% | +7.7% | -1.8% | +5.0% |
| 6M | -14.8% | +44.5% | -59.3% | -17.7% |
| YTD | +1.8% | +67.4% | -65.7% | -3.0% |
| 1Y | +7.4% | +15.4% | -8.1% | +4.7% |
| 3Y | +33.6% | +94.8% | -61.2% | +19.7% |
| 5Y | +199.3% | -35.1% | +234.4% | +140.3% |
| All | +177.2% | -35.7% | +212.9% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling