+190.8%
EQT vs M
+28.6%
+162.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.3% | -2.7% |
| 7D | -2.0% | -4.2% | +2.2% | -1.5% |
| 30D | 0.0% | -7.2% | +7.2% | +1.0% |
| 3M | +5.9% | -11.1% | +17.1% | +7.4% |
| 6M | -14.8% | +28.8% | -43.6% | -18.5% |
| YTD | +1.8% | +2.0% | -0.3% | +0.4% |
| 1Y | +7.4% | +31.3% | -23.9% | +1.4% |
| 3Y | +33.6% | +119.1% | -85.5% | +8.8% |
| All | +190.8% | +28.6% | +162.2% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling