+60.1%
EWZ vs EQT
+194.7%
-134.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -0.1% | -2.0% | +2.0% | +0.3% |
| 30D | +8.2% | +1.0% | +7.2% | +8.0% |
| 3M | +13.3% | +4.0% | +9.3% | +12.4% |
| 6M | +3.6% | -11.7% | +15.3% | +5.4% |
| YTD | +21.0% | +2.8% | +18.2% | +19.7% |
| 1Y | +34.7% | +10.0% | +24.7% | +31.3% |
| 3Y | +48.3% | +34.1% | +14.1% | +36.7% |
| 5Y | +60.1% | +195.3% | -135.2% | +25.8% |
| All | +60.1% | +194.7% | -134.6% | +25.8% |
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