+195.6%
EQT vs ED
+68.4%
+127.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.2% | -1.9% | +0.7% | -0.6% |
| 30D | +1.1% | +0.1% | +1.0% | +1.0% |
| 3M | +4.8% | 0.0% | +4.8% | +4.8% |
| 6M | -10.6% | -2.5% | -8.1% | -10.1% |
| YTD | +3.4% | +10.1% | -6.7% | +0.2% |
| 1Y | +8.7% | +13.6% | -4.9% | +4.1% |
| 3Y | +35.0% | +32.4% | +2.5% | +17.9% |
| All | +195.6% | +68.4% | +127.2% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling