+190.8%
EQT vs ES
-6.1%
+196.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.0% | -3.6% | +1.6% | -1.0% |
| 30D | 0.0% | -4.2% | +4.3% | +1.2% |
| 3M | +5.9% | +0.1% | +5.8% | +5.7% |
| 6M | -14.8% | -6.2% | -8.6% | -13.5% |
| YTD | +1.8% | +4.1% | -2.3% | -0.1% |
| 1Y | +7.4% | +10.2% | -2.8% | +2.9% |
| 3Y | +33.6% | +26.1% | +7.5% | +19.6% |
| All | +190.8% | -6.1% | +196.9% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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