+238.8%
EQX vs ET
+224.2%
+14.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.8% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | +7.8% | +2.9% | +4.9% | +7.0% |
| 3M | +21.3% | +16.8% | +4.5% | +16.9% |
| 6M | -22.4% | +18.9% | -41.3% | -25.8% |
| YTD | -11.3% | +37.7% | -49.0% | -18.0% |
| 1Y | +13.5% | +32.4% | -18.9% | +5.9% |
| 3Y | +162.1% | +99.5% | +62.7% | +121.5% |
| 5Y | +84.2% | +244.0% | -159.8% | +40.5% |
| All | +238.8% | +224.2% | +14.6% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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