+38.0%
EQT vs COMP
+426.2%
-388.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.3% |
| 7D | +0.3% | +2.2% | -1.9% | +0.3% |
| 30D | -0.7% | +16.3% | -17.0% | -1.0% |
| 3M | -2.8% | -19.1% | +16.4% | -2.4% |
| 6M | -6.1% | +17.1% | -23.2% | -6.8% |
| YTD | -0.5% | -2.9% | +2.4% | -0.8% |
| 1Y | -12.1% | +8.8% | -20.9% | -13.0% |
| All | +38.0% | +426.2% | -388.1% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling