+195.6%
EQT vs ET
+244.6%
-49.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -1.2% | +1.4% | -2.5% | -2.4% |
| 30D | +1.1% | +4.6% | -3.5% | -3.0% |
| 3M | +4.8% | +16.0% | -11.2% | -8.6% |
| 6M | -10.6% | +22.8% | -33.4% | -26.0% |
| YTD | +3.4% | +38.9% | -35.4% | -23.7% |
| 1Y | +8.7% | +34.1% | -25.4% | -17.3% |
| 3Y | +35.0% | +98.8% | -63.9% | -31.2% |
| All | +195.6% | +244.6% | -49.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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