+195.3%
EQT vs RF
+88.8%
+106.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +1.0% | -4.0% | +5.0% | +2.8% |
| 3M | +4.0% | +5.6% | -1.6% | +1.0% |
| 6M | -11.7% | +13.1% | -24.8% | -17.4% |
| YTD | +2.8% | +13.6% | -10.7% | -4.7% |
| 1Y | +10.0% | +16.0% | -6.0% | +0.5% |
| 3Y | +34.1% | +90.2% | -56.0% | -9.8% |
| 5Y | +195.3% | +87.0% | +108.3% | +65.4% |
| All | +195.3% | +88.8% | +106.5% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling