+47.1%
EQT vs ETR
+296.9%
-249.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.4% |
| 30D | 0.0% | -1.8% | +1.8% | +0.6% |
| 3M | +5.9% | -3.6% | +9.5% | +7.1% |
| 6M | -14.8% | +2.6% | -17.4% | -15.9% |
| YTD | +1.8% | +16.0% | -14.3% | -3.7% |
| 1Y | +7.4% | +20.1% | -12.8% | +0.6% |
| 3Y | +33.6% | +143.6% | -110.0% | -0.1% |
| 5Y | +199.3% | +124.4% | +75.0% | +130.1% |
| All | +47.1% | +296.9% | -249.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling