+2,970.3%
EQT vs M
+383.6%
+2,586.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.4% |
| 30D | +6.6% | -11.6% | +18.2% | +9.4% |
| 3M | +4.4% | +1.6% | +2.7% | +3.4% |
| 6M | -10.5% | +25.2% | -35.7% | -15.6% |
| YTD | +3.7% | +3.8% | 0.0% | +1.2% |
| 1Y | +9.9% | +36.3% | -26.5% | +0.4% |
| 3Y | +35.4% | +116.3% | -81.0% | +4.9% |
| 5Y | +189.2% | +28.2% | +161.0% | +136.7% |
| 10Y | +50.7% | -3.4% | +54.1% | +12.3% |
| All | +2,970.3% | +383.6% | +2,586.7% | +1,578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling