+195.6%
EQT vs UL
+17.9%
+177.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -1.2% | -4.1% | +2.9% | -0.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | +4.8% | +6.0% | -1.2% | +3.7% |
| 6M | -10.6% | -5.5% | -5.1% | -10.0% |
| YTD | +3.4% | -3.3% | +6.8% | +3.6% |
| 1Y | +8.7% | -9.8% | +18.5% | +10.1% |
| 3Y | +35.0% | +20.1% | +14.8% | +27.3% |
| All | +195.6% | +17.9% | +177.6% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling