+35.8%
EQT vs FE
+47.0%
-11.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.7% |
| 30D | +1.1% | -1.3% | +2.3% | +1.4% |
| 3M | +4.8% | +0.6% | +4.2% | +4.6% |
| 6M | -10.6% | -6.8% | -3.7% | -8.8% |
| YTD | +3.4% | +6.4% | -3.0% | +1.0% |
| 1Y | +8.7% | +11.3% | -2.6% | +4.8% |
| All | +35.8% | +47.0% | -11.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling