-4.9%
EQT vs RF
+25.4%
-30.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.2% |
| 7D | -6.6% | +2.3% | -8.8% | -6.5% |
| 30D | +2.7% | +7.2% | -4.5% | +2.8% |
| 3M | -0.2% | -8.2% | +8.1% | -0.4% |
| 6M | -10.6% | +7.0% | -17.6% | -10.3% |
| YTD | -1.2% | +10.3% | -11.4% | -1.9% |
| 1Y | -4.9% | +25.1% | -29.9% | -12.5% |
| All | -4.9% | +25.4% | -30.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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