-8.5%
EQT vs BG
+8.8%
-17.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.9% |
| 7D | -6.9% | +2.6% | -9.5% | -7.3% |
| 30D | -3.2% | -8.2% | +5.0% | -2.0% |
| 3M | -0.9% | -7.0% | +6.1% | +0.6% |
| 6M | -13.0% | -23.5% | +10.5% | -9.6% |
| YTD | -4.4% | +12.6% | -17.1% | +4.1% |
| 1Y | -8.5% | +5.8% | -14.3% | +0.4% |
| All | -8.5% | +8.8% | -17.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling