-4.9%
EQT vs UL
+1.7%
-6.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.4% | -3.3% |
| 7D | -6.6% | +4.7% | -11.2% | -6.8% |
| 30D | +2.7% | +11.6% | -8.8% | +2.2% |
| 3M | -0.2% | +5.3% | -5.5% | -0.4% |
| 6M | -10.6% | +16.0% | -26.6% | -11.4% |
| YTD | -1.2% | +5.0% | -6.1% | -1.1% |
| 1Y | -4.9% | +1.1% | -6.0% | -2.6% |
| All | -4.9% | +1.7% | -6.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling