+195.6%
EQT vs EL
-69.2%
+264.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -1.2% | -4.4% | +3.2% | -0.7% |
| 30D | +1.1% | +10.3% | -9.2% | -0.2% |
| 3M | +4.8% | +13.4% | -8.6% | +3.1% |
| 6M | -10.6% | +3.1% | -13.7% | -11.4% |
| YTD | +3.4% | -6.9% | +10.4% | +3.2% |
| 1Y | +8.7% | +11.9% | -3.2% | +5.0% |
| 3Y | +35.0% | -33.8% | +68.8% | +38.7% |
| All | +195.6% | -69.2% | +264.8% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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