+195.6%
EQT vs S
-69.1%
+264.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +1.1% | -11.8% | +12.9% | +1.9% |
| 3M | +4.8% | +33.9% | -29.1% | +2.1% |
| 6M | -10.6% | +40.1% | -50.7% | -13.4% |
| YTD | +3.4% | +32.1% | -28.6% | +0.5% |
| 1Y | +8.7% | +11.0% | -2.4% | +6.8% |
| 3Y | +35.0% | +16.9% | +18.0% | +28.6% |
| All | +195.6% | -69.1% | +264.7% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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