+2,920.2%
EQT vs RF
+1,453.4%
+1,466.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.6% |
| 7D | +6.9% | +1.9% | +5.0% | +6.4% |
| 30D | +0.4% | +7.3% | -6.9% | -1.2% |
| 3M | -2.0% | -7.9% | +5.9% | -0.3% |
| 6M | -5.0% | +10.5% | -15.5% | -7.3% |
| YTD | -0.3% | +9.6% | -9.9% | -3.0% |
| 1Y | -11.3% | +20.3% | -31.6% | -15.5% |
| 3Y | +38.3% | +119.5% | -81.2% | +14.6% |
| 5Y | +166.4% | +48.2% | +118.2% | +139.1% |
| 10Y | +62.2% | +234.3% | -172.1% | +19.8% |
| All | +2,920.2% | +1,453.4% | +1,466.8% | +1,602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling