+35.8%
EQT vs FIVE
+48.7%
-12.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | -1.2% | +0.6% | -1.7% | -1.2% |
| 30D | +1.1% | +3.0% | -1.9% | +0.9% |
| 3M | +4.8% | +23.2% | -18.4% | +3.5% |
| 6M | -10.6% | +9.2% | -19.7% | -11.3% |
| YTD | +3.4% | +28.1% | -24.7% | +1.6% |
| 1Y | +8.7% | +65.3% | -56.6% | +5.1% |
| All | +35.8% | +48.7% | -12.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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