+252.0%
EQT vs EXE
+188.3%
+63.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -1.2% | -2.2% | +1.0% | +0.9% |
| 30D | +1.1% | -0.8% | +1.9% | +1.7% |
| 3M | +4.8% | +10.0% | -5.2% | -4.3% |
| 6M | -10.6% | -6.3% | -4.2% | -5.4% |
| YTD | +3.4% | -10.7% | +14.1% | +13.5% |
| 1Y | +8.7% | +2.7% | +6.0% | +4.3% |
| 3Y | +35.0% | +19.1% | +15.8% | +14.7% |
| 5Y | +204.2% | +105.4% | +98.8% | +68.8% |
| All | +252.0% | +188.3% | +63.7% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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