+141.3%
XLC vs EQT
+100.5%
+40.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | +0.2% | +1.1% | -0.9% | +0.1% |
| 3M | +0.7% | +4.8% | -4.1% | +0.1% |
| 6M | -4.5% | -10.6% | +6.1% | -3.5% |
| YTD | -4.7% | +3.4% | -8.2% | -5.4% |
| 1Y | -1.5% | +8.7% | -10.2% | -2.9% |
| 3Y | +72.2% | +35.0% | +37.3% | +64.2% |
| 5Y | +39.3% | +204.2% | -164.9% | +21.3% |
| All | +141.3% | +100.5% | +40.8% | +113.9% |
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