+164.1%
EQT vs RF
+45.4%
+118.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | +3.4% | +0.4% | +3.1% | +3.3% |
| 30D | -3.5% | +5.6% | -9.1% | -5.8% |
| 3M | -2.8% | -8.9% | +6.0% | +0.9% |
| 6M | -5.5% | +7.1% | -12.6% | -9.1% |
| YTD | -1.1% | +8.3% | -9.5% | -6.3% |
| 1Y | -12.9% | +16.8% | -29.7% | -20.6% |
| 3Y | +39.5% | +115.0% | -75.5% | -11.1% |
| 5Y | +164.1% | +46.4% | +117.7% | +97.4% |
| All | +164.1% | +45.4% | +118.7% | +97.4% |
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