+195.6%
EQT vs ETR
+123.2%
+72.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -1.2% | -1.9% | +0.7% | -0.3% |
| 30D | +1.1% | -0.2% | +1.3% | +1.1% |
| 3M | +4.8% | -3.7% | +8.5% | +6.5% |
| 6M | -10.6% | +2.1% | -12.7% | -12.1% |
| YTD | +3.4% | +16.5% | -13.0% | -4.9% |
| 1Y | +8.7% | +22.5% | -13.9% | -2.4% |
| 3Y | +35.0% | +144.7% | -109.7% | -15.2% |
| All | +195.6% | +123.2% | +72.4% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling