+249.9%
EQT vs ET
+1,451.4%
-1,201.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.2% | +1.4% | -2.5% | -1.7% |
| 30D | +1.1% | +4.6% | -3.5% | -0.8% |
| 3M | +4.8% | +16.0% | -11.2% | -1.3% |
| 6M | -10.6% | +22.8% | -33.4% | -17.7% |
| YTD | +3.4% | +38.9% | -35.4% | -9.4% |
| 1Y | +8.7% | +34.1% | -25.4% | -3.4% |
| 3Y | +35.0% | +98.8% | -63.9% | +3.4% |
| 5Y | +204.2% | +246.8% | -42.6% | +93.1% |
| 10Y | +52.5% | +174.4% | -121.9% | -3.6% |
| All | +249.9% | +1,451.4% | -1,201.5% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling