+212.2%
EQT vs COMP
-49.4%
+261.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | -0.8% | +4.1% | -4.9% | -1.2% |
| 30D | +6.6% | -14.5% | +21.2% | +7.9% |
| 3M | +4.4% | +41.8% | -37.5% | +0.8% |
| 6M | -10.5% | +23.6% | -34.1% | -13.2% |
| YTD | +3.7% | +1.7% | +2.0% | +2.0% |
| 1Y | +9.9% | +12.6% | -2.7% | +6.5% |
| 3Y | +35.4% | +221.9% | -186.5% | +12.7% |
| 5Y | +189.2% | -28.1% | +217.3% | +185.6% |
| All | +212.2% | -49.4% | +261.6% | +247.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling