+43.7%
F vs EQT
+194.7%
-150.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.7% |
| 7D | -4.9% | -2.0% | -2.9% | -4.5% |
| 30D | -2.9% | +1.0% | -3.9% | -3.1% |
| 3M | -9.1% | +4.0% | -13.1% | -10.0% |
| 6M | +12.9% | -11.7% | +24.6% | +15.3% |
| YTD | +6.1% | +2.8% | +3.2% | +4.4% |
| 1Y | +22.5% | +10.0% | +12.5% | +18.4% |
| 3Y | +32.1% | +34.1% | -2.1% | +17.5% |
| 5Y | +43.7% | +195.3% | -151.5% | +10.5% |
| All | +43.7% | +194.7% | -150.9% | +10.5% |
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