+103.0%
EQT vs FIVE
+868.1%
-765.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.5% |
| 7D | +1.1% | +4.3% | -3.2% | +0.4% |
| 30D | +7.7% | +12.5% | -4.8% | +5.6% |
| 3M | +0.2% | +31.2% | -31.1% | -4.1% |
| 6M | -9.5% | +14.4% | -23.8% | -12.1% |
| YTD | +3.8% | +33.9% | -30.1% | -1.6% |
| 1Y | +7.8% | +65.1% | -57.3% | -1.4% |
| 3Y | +30.1% | +49.0% | -18.8% | +16.2% |
| 5Y | +188.6% | +30.3% | +158.3% | +157.9% |
| 10Y | +54.6% | +481.1% | -426.5% | +3.4% |
| All | +103.0% | +868.1% | -765.1% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling