+38.4%
F vs EQT
+34.6%
+3.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +1.2% | +6.6% | -5.4% | +0.2% |
| 3M | -5.7% | +4.4% | -10.0% | -6.4% |
| 6M | +17.9% | -10.5% | +28.5% | +19.7% |
| YTD | +10.4% | +3.7% | +6.7% | +8.7% |
| 1Y | +25.3% | +9.9% | +15.5% | +21.6% |
| All | +38.4% | +34.6% | +3.8% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling