+35.8%
EQT vs CAPR
+31.5%
+4.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.6% |
| 7D | -1.2% | -10.6% | +9.4% | -1.0% |
| 30D | +1.1% | +111.2% | -110.1% | 0.0% |
| 3M | +4.8% | -67.2% | +72.0% | +5.3% |
| 6M | -10.6% | -75.1% | +64.6% | -9.9% |
| YTD | +3.4% | -71.2% | +74.7% | +4.0% |
| 1Y | +8.7% | +31.1% | -22.4% | +4.7% |
| All | +35.8% | +31.5% | +4.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling