-4.9%
EQT vs COMP
+23.8%
-28.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -2.8% |
| 7D | -6.6% | +9.5% | -16.1% | -6.2% |
| 30D | +2.7% | +8.1% | -5.3% | +3.2% |
| 3M | -0.2% | -16.3% | +16.2% | -0.6% |
| 6M | -10.6% | +42.2% | -52.8% | -9.9% |
| YTD | -1.2% | -5.0% | +3.9% | -0.7% |
| 1Y | -4.9% | +20.1% | -24.9% | -9.0% |
| All | -4.9% | +23.8% | -28.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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