+811.7%
XLB vs EQT
+2,014.0%
-1,202.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -1.7% | +6.6% | -8.4% | -3.4% |
| 3M | +4.4% | +4.4% | 0.0% | +2.9% |
| 6M | +5.0% | -10.5% | +15.5% | +7.4% |
| YTD | +15.5% | +3.7% | +11.7% | +13.2% |
| 1Y | +14.9% | +9.9% | +5.1% | +10.5% |
| 3Y | +34.5% | +35.4% | -0.8% | +18.4% |
| 5Y | +36.5% | +189.2% | -152.6% | -8.8% |
| 10Y | +159.6% | +50.7% | +108.9% | +80.8% |
| All | +811.7% | +2,014.0% | -1,202.2% | +166.8% |
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 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