+158.8%
XLB vs EQT
+52.9%
+106.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -3.5% | -1.2% | -2.4% | -3.4% |
| 30D | -4.7% | +1.1% | -5.7% | -4.8% |
| 3M | +2.7% | +4.8% | -2.1% | +1.9% |
| 6M | +2.6% | -10.6% | +13.2% | +3.9% |
| YTD | +12.8% | +3.4% | +9.4% | +11.7% |
| 1Y | +14.0% | +8.7% | +5.3% | +11.8% |
| 3Y | +31.5% | +35.0% | -3.5% | +23.0% |
| 5Y | +33.4% | +204.2% | -170.8% | +9.2% |
| All | +158.8% | +52.9% | +106.0% | +116.6% |
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