+16.1%
EQT vs USFR
+27.6%
-11.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +1.1% | +0.3% | +0.8% | +1.0% |
| 3M | +4.8% | +1.0% | +3.8% | +4.5% |
| 6M | -10.6% | +1.9% | -12.5% | -11.1% |
| YTD | +3.4% | +2.7% | +0.8% | +2.6% |
| 1Y | +8.7% | +4.0% | +4.7% | +7.3% |
| 3Y | +35.0% | +14.1% | +20.9% | +30.1% |
| 5Y | +204.2% | +20.5% | +183.8% | +188.5% |
| 10Y | +52.5% | +28.0% | +24.4% | +43.0% |
| All | +16.1% | +27.6% | -11.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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