+145.0%
EWT vs EQT
+197.4%
-52.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +4.8% | +1.1% | +3.7% | +4.6% |
| 3M | +11.1% | +4.8% | +6.3% | +10.3% |
| 6M | +54.6% | -10.6% | +65.2% | +56.6% |
| YTD | +71.4% | +3.4% | +68.0% | +69.8% |
| 1Y | +82.1% | +8.7% | +73.4% | +78.9% |
| 3Y | +193.2% | +35.0% | +158.3% | +175.9% |
| All | +145.0% | +197.4% | -52.4% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling