+49.5%
EQT vs EFV
+167.0%
-117.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.2% | -2.0% | +0.8% | +0.4% |
| 30D | +1.1% | -0.2% | +1.3% | +1.2% |
| 3M | +4.8% | +9.1% | -4.3% | -2.4% |
| 6M | -10.6% | +11.7% | -22.3% | -18.7% |
| YTD | +3.4% | +17.0% | -13.6% | -9.9% |
| 1Y | +8.7% | +26.7% | -18.0% | -11.4% |
| 3Y | +35.0% | +90.2% | -55.2% | -22.1% |
| 5Y | +204.2% | +96.1% | +108.2% | +71.4% |
| All | +49.5% | +167.0% | -117.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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