+204.2%
EQT vs D
+3.9%
+200.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.2% | -1.6% | +0.5% | -0.7% |
| 30D | +1.1% | -3.5% | +4.6% | +2.2% |
| 3M | +4.8% | -1.6% | +6.4% | +5.3% |
| 6M | -10.6% | +5.8% | -16.4% | -12.3% |
| YTD | +3.4% | +14.5% | -11.0% | -1.1% |
| 1Y | +8.7% | +14.2% | -5.5% | +3.9% |
| 3Y | +35.0% | +59.0% | -24.0% | +11.6% |
| 5Y | +204.2% | +5.4% | +198.9% | +207.8% |
| All | +204.2% | +3.9% | +200.4% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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