+47.1%
EQT vs DTE
+137.8%
-90.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -2.0% | -2.6% | +0.6% | -1.0% |
| 30D | 0.0% | -4.4% | +4.4% | +1.8% |
| 3M | +5.9% | -8.3% | +14.3% | +9.5% |
| 6M | -14.8% | -8.1% | -6.7% | -12.2% |
| YTD | +1.8% | +4.4% | -2.7% | -0.4% |
| 1Y | +7.4% | +0.2% | +7.2% | +6.8% |
| 3Y | +33.6% | +42.6% | -9.0% | +15.0% |
| 5Y | +199.3% | +31.5% | +167.9% | +167.1% |
| All | +47.1% | +137.8% | -90.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling