-10.6%
EQT vs BAX
+35.1%
-45.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -1.2% | -5.4% | +4.3% | -1.1% |
| 30D | +1.1% | -12.4% | +13.5% | +1.4% |
| 3M | +4.8% | +19.1% | -14.3% | +4.5% |
| 6M | -10.6% | +38.6% | -49.2% | -12.4% |
| All | -10.6% | +35.1% | -45.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 6mo: compounded portfolio wealth divided by compounded BAX 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…
6mo analysis · Full analysis span regression · 6 months rolling