+39.0%
XLC vs EQT
+197.4%
-158.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| YTD | -4.7% | +3.4% | -8.2% | -5.7% |
| 1Y | -1.5% | +8.7% | -10.2% | -3.4% |
| 3Y | +72.2% | +35.0% | +37.3% | +61.0% |
| All | +39.0% | +197.4% | -158.4% | +14.2% |
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