+195.6%
EQT vs EFV
+93.8%
+101.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.2% | -2.0% | +0.8% | +0.5% |
| 30D | +1.1% | -0.2% | +1.3% | +1.2% |
| 3M | +4.8% | +9.1% | -4.3% | -2.9% |
| 6M | -10.6% | +11.7% | -22.3% | -19.4% |
| YTD | +3.4% | +17.0% | -13.6% | -11.3% |
| 1Y | +8.7% | +26.7% | -18.0% | -13.7% |
| 3Y | +35.0% | +90.2% | -55.2% | -30.7% |
| All | +195.6% | +93.8% | +101.8% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling