+25.2%
EQT vs ESI
+208.0%
-182.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.9% |
| 7D | -1.2% | -2.3% | +1.1% | -0.6% |
| 30D | +1.1% | -9.0% | +10.1% | +3.5% |
| 3M | +4.8% | -13.3% | +18.0% | +7.7% |
| 6M | -10.6% | +5.3% | -15.9% | -14.4% |
| YTD | +3.4% | +37.6% | -34.2% | -9.3% |
| 1Y | +8.7% | +33.6% | -24.9% | -4.2% |
| 3Y | +35.0% | +75.8% | -40.8% | +7.1% |
| 5Y | +204.2% | +68.6% | +135.7% | +141.5% |
| 10Y | +52.5% | +301.8% | -249.3% | -6.6% |
| All | +25.2% | +208.0% | -182.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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