+47.9%
EQT vs Z
+13.0%
+34.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | -1.2% | -11.6% | +10.4% | +0.4% |
| 30D | +1.1% | -8.5% | +9.6% | +2.0% |
| 3M | +4.8% | -7.9% | +12.7% | +5.4% |
| 6M | -10.6% | -29.1% | +18.5% | -7.3% |
| YTD | +3.4% | -54.2% | +57.6% | +13.1% |
| 1Y | +8.7% | -63.5% | +72.2% | +22.3% |
| 3Y | +35.0% | -38.6% | +73.6% | +37.6% |
| 5Y | +204.2% | -66.0% | +270.2% | +219.7% |
| 10Y | +52.5% | -6.5% | +59.0% | +28.2% |
| All | +47.9% | +13.0% | +34.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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