+3,033.3%
EQT vs UL
+2,550.5%
+482.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -1.2% | -4.1% | +2.9% | 0.0% |
| 30D | +1.1% | -1.2% | +2.3% | +1.4% |
| 3M | +4.8% | +6.0% | -1.2% | +2.7% |
| 6M | -10.6% | -5.5% | -5.1% | -9.7% |
| YTD | +3.4% | -3.3% | +6.8% | +3.6% |
| 1Y | +8.7% | -9.8% | +18.5% | +10.9% |
| 3Y | +35.0% | +20.1% | +14.8% | +24.9% |
| 5Y | +204.2% | +19.2% | +185.1% | +178.7% |
| 10Y | +52.5% | +65.4% | -12.9% | +22.5% |
| All | +3,033.3% | +2,550.5% | +482.8% | +1,478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling