-37.5%
U vs EQT
+303.8%
-341.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.5% | -0.8% | +5.3% | +4.7% |
| 30D | -0.6% | +6.6% | -7.2% | -1.9% |
| 3M | +48.4% | +4.4% | +44.1% | +46.7% |
| 6M | +115.4% | -10.5% | +125.9% | +119.0% |
| YTD | -3.2% | +3.7% | -7.0% | -5.5% |
| 1Y | -6.0% | +9.9% | -15.9% | -9.8% |
| 3Y | +13.5% | +35.4% | -21.9% | +2.1% |
| 5Y | -68.0% | +189.2% | -257.2% | -74.4% |
| All | -37.5% | +303.8% | -341.2% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling