+167.8%
EQT vs COMP
-14.2%
+182.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.1% |
| 7D | +0.3% | +2.2% | -1.9% | +0.1% |
| 30D | -0.7% | +16.3% | -17.0% | -2.0% |
| 3M | -2.8% | -19.1% | +16.4% | -1.6% |
| 6M | -6.1% | +17.1% | -23.2% | -8.1% |
| YTD | -0.5% | -2.9% | +2.4% | -2.0% |
| 1Y | -12.1% | +8.8% | -20.9% | -14.4% |
| 3Y | +40.4% | +423.5% | -383.1% | +12.1% |
| 5Y | +167.8% | -10.5% | +178.2% | +149.8% |
| All | +167.8% | -14.2% | +182.0% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling