+91.2%
EWZ vs EQT
+52.9%
+38.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +13.5% | +1.1% | +12.4% | +13.3% |
| 3M | +15.2% | +4.8% | +10.4% | +14.1% |
| 6M | +3.7% | -10.6% | +14.3% | +5.4% |
| YTD | +22.5% | +3.4% | +19.1% | +21.1% |
| 1Y | +35.3% | +8.7% | +26.6% | +32.2% |
| 3Y | +50.2% | +35.0% | +15.2% | +38.4% |
| 5Y | +64.6% | +204.2% | -139.7% | +26.3% |
| All | +91.2% | +52.9% | +38.4% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling