+2,174.8%
EQT vs EL
+1,598.2%
+576.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -2.0% | -2.4% | +0.3% | -1.5% |
| 30D | +1.0% | +13.7% | -12.6% | -2.2% |
| 3M | +4.0% | +14.5% | -10.5% | +0.2% |
| 6M | -11.7% | +7.4% | -19.1% | -14.6% |
| YTD | +2.8% | -4.7% | +7.5% | +1.0% |
| 1Y | +10.0% | +12.9% | -2.9% | +3.1% |
| 3Y | +34.1% | -32.2% | +66.4% | +34.8% |
| 5Y | +195.3% | -68.4% | +263.7% | +252.9% |
| 10Y | +51.6% | +28.3% | +23.3% | +21.2% |
| All | +2,174.8% | +1,598.2% | +576.6% | +999.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling