-11.2%
EQT vs NTRS
+37.5%
-48.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -10.5% | +2.1% | -12.6% | -10.3% |
| 30D | -5.3% | +2.7% | -8.0% | -5.0% |
| 3M | -4.0% | -5.7% | +1.8% | -4.3% |
| 6M | -13.3% | +6.8% | -20.1% | -13.3% |
| YTD | -6.7% | +28.4% | -35.1% | -8.2% |
| 1Y | -11.2% | +37.5% | -48.7% | -16.1% |
| All | -11.2% | +37.5% | -48.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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