+197.8%
EQT vs URA
-29.9%
+227.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.4% |
| 7D | -2.0% | +5.7% | -7.7% | -4.0% |
| 30D | +1.0% | +5.6% | -4.6% | -1.4% |
| 3M | +4.0% | +6.2% | -2.2% | +0.3% |
| 6M | -11.7% | -8.2% | -3.4% | -11.7% |
| YTD | +2.8% | +9.7% | -6.8% | -5.8% |
| 1Y | +10.0% | +17.0% | -7.0% | -4.3% |
| 3Y | +34.1% | +118.5% | -84.3% | -14.6% |
| 5Y | +195.3% | +134.3% | +60.9% | +74.3% |
| 10Y | +51.6% | +377.5% | -325.9% | -38.2% |
| All | +197.8% | -29.9% | +227.7% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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