+195.6%
EQT vs RUN
-80.8%
+276.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | -1.2% | -3.4% | +2.2% | -1.0% |
| 30D | +1.1% | -14.0% | +15.0% | +1.9% |
| 3M | +4.8% | -27.5% | +32.3% | +6.3% |
| 6M | -10.6% | -29.0% | +18.4% | -9.5% |
| YTD | +3.4% | -53.1% | +56.5% | +6.3% |
| 1Y | +8.7% | -46.7% | +55.4% | +10.2% |
| 3Y | +35.0% | -38.3% | +73.3% | +23.7% |
| All | +195.6% | -80.8% | +276.4% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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