+183.4%
EQT vs CAPR
-99.1%
+282.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | -0.8% | -9.5% | +8.6% | -0.7% |
| 30D | +6.6% | +121.5% | -114.9% | +5.0% |
| 3M | +4.4% | -65.4% | +69.7% | +4.9% |
| 6M | -10.5% | -67.5% | +57.0% | -10.0% |
| YTD | +3.7% | -68.6% | +72.3% | +4.3% |
| 1Y | +9.9% | +42.7% | -32.8% | +4.2% |
| 3Y | +35.4% | +43.4% | -8.0% | +25.4% |
| 5Y | +189.2% | +86.0% | +103.1% | +164.8% |
| 10Y | +50.7% | -77.4% | +128.1% | +32.8% |
| All | +183.4% | -99.1% | +282.5% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling