+3,042.5%
EQT vs ES
+1,251.6%
+1,790.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | +6.6% | -1.2% | +7.8% | +7.0% |
| 3M | +4.4% | +5.0% | -0.6% | +2.4% |
| 6M | -10.5% | -2.8% | -7.7% | -10.0% |
| YTD | +3.7% | +8.6% | -4.8% | +0.1% |
| 1Y | +9.9% | +18.9% | -9.1% | +2.0% |
| 3Y | +35.4% | +32.1% | +3.2% | +18.3% |
| 5Y | +189.2% | -5.1% | +194.2% | +184.0% |
| 10Y | +50.7% | +84.2% | -33.5% | +9.7% |
| All | +3,042.5% | +1,251.6% | +1,790.9% | +1,235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling