+294.1%
EQT vs XRT
+491.2%
-197.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -0.6% |
| 30D | +1.0% | -6.9% | +8.0% | +5.4% |
| 3M | +4.0% | -0.4% | +4.4% | +3.6% |
| 6M | -11.7% | +2.2% | -13.9% | -14.0% |
| YTD | +2.8% | -0.7% | +3.5% | +1.6% |
| 1Y | +10.0% | -2.0% | +12.0% | +9.1% |
| 3Y | +34.1% | +41.0% | -6.9% | +2.1% |
| 5Y | +195.3% | -3.3% | +198.6% | +175.7% |
| 10Y | +51.6% | +124.8% | -73.3% | -26.1% |
| All | +294.1% | +491.2% | -197.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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