-4.9%
EQT vs M
+36.6%
-41.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.6% | -10.8% | -2.8% |
| 7D | -6.6% | +8.3% | -14.8% | -6.1% |
| 30D | +2.7% | +14.2% | -11.4% | +3.4% |
| 3M | -0.2% | -1.1% | +0.9% | +0.2% |
| 6M | -10.6% | +36.6% | -47.2% | -8.6% |
| YTD | -1.2% | +19.8% | -20.9% | +1.4% |
| 1Y | -4.9% | +37.2% | -42.0% | -2.7% |
| All | -4.9% | +36.6% | -41.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling