-4.9%
EQT vs ED
+27.1%
-32.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -3.8% |
| 7D | -6.6% | +5.4% | -12.0% | -7.7% |
| 30D | +2.7% | +16.4% | -13.6% | -1.0% |
| 3M | -0.2% | +11.9% | -12.0% | -3.0% |
| 6M | -10.6% | +11.6% | -22.1% | -12.9% |
| YTD | -1.2% | +24.1% | -25.3% | -5.8% |
| 1Y | -4.9% | +26.9% | -31.7% | -9.8% |
| All | -4.9% | +27.1% | -32.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling