+9.1%
XLF vs EQT
+7.9%
+1.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | 0.0% | +1.1% | -1.1% | 0.0% |
| 30D | +0.2% | +7.7% | -7.5% | +0.1% |
| 3M | +11.7% | +0.2% | +11.5% | +11.8% |
| 6M | +13.8% | -9.5% | +23.3% | +14.0% |
| YTD | +7.0% | +3.8% | +3.2% | +5.9% |
| 1Y | +9.1% | +7.8% | +1.4% | +9.2% |
| All | +9.1% | +7.9% | +1.3% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling