+176.9%
XLE vs EQT
+52.9%
+124.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.5% | -1.2% | +1.6% | +0.8% |
| 30D | +6.6% | +1.1% | +5.5% | +6.2% |
| 3M | +12.3% | +4.8% | +7.5% | +10.7% |
| 6M | +18.4% | -10.6% | +29.0% | +21.8% |
| YTD | +47.2% | +3.4% | +43.8% | +45.2% |
| 1Y | +50.3% | +8.7% | +41.6% | +45.8% |
| 3Y | +55.3% | +35.0% | +20.3% | +38.9% |
| 5Y | +226.0% | +204.2% | +21.7% | +130.8% |
| All | +176.9% | +52.9% | +124.1% | +112.9% |
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