+204.2%
EQT vs FIVE
+30.6%
+173.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | +1.1% | +3.0% | -1.9% | +0.7% |
| 3M | +4.8% | +23.2% | -18.4% | +2.1% |
| 6M | -10.6% | +9.2% | -19.7% | -12.1% |
| YTD | +3.4% | +28.1% | -24.7% | -0.3% |
| 1Y | +8.7% | +65.3% | -56.6% | +1.3% |
| 3Y | +35.0% | +49.4% | -14.4% | +25.2% |
| 5Y | +204.2% | +29.5% | +174.7% | +195.0% |
| All | +204.2% | +30.6% | +173.6% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling