+411.2%
XLF vs EQT
+2,007.9%
-1,596.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | -1.6% | +1.1% | -2.7% | -1.9% |
| 3M | +9.3% | +4.8% | +4.5% | +7.5% |
| 6M | +14.6% | -10.6% | +25.2% | +17.3% |
| YTD | +4.7% | +3.4% | +1.3% | +2.6% |
| 1Y | +8.6% | +8.7% | 0.0% | +4.5% |
| 3Y | +73.9% | +35.0% | +38.9% | +52.2% |
| 5Y | +65.0% | +204.2% | -139.2% | +5.3% |
| 10Y | +250.4% | +52.5% | +197.9% | +134.3% |
| All | +411.2% | +2,007.9% | -1,596.6% | +59.1% |
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