+3,033.3%
EQT vs NTRS
+7,716.8%
-4,683.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +1.1% | +0.2% | +0.9% | +1.0% |
| 3M | +4.8% | +13.2% | -8.4% | +0.1% |
| 6M | -10.6% | +36.9% | -47.5% | -20.2% |
| YTD | +3.4% | +39.1% | -35.7% | -8.6% |
| 1Y | +8.7% | +50.4% | -41.8% | -6.6% |
| 3Y | +35.0% | +166.8% | -131.8% | -6.0% |
| 5Y | +204.2% | +92.9% | +111.4% | +133.1% |
| 10Y | +52.5% | +255.7% | -203.2% | -4.2% |
| All | +3,033.3% | +7,716.8% | -4,683.5% | +1,260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling