+79.9%
XLI vs EQT
+197.4%
-117.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | -8.2% | +1.1% | -9.2% | -8.3% |
| 3M | +0.8% | +4.8% | -4.0% | -0.1% |
| 6M | +0.8% | -10.6% | +11.4% | +2.2% |
| YTD | +10.5% | +3.4% | +7.1% | +9.4% |
| 1Y | +14.1% | +8.7% | +5.5% | +11.8% |
| 3Y | +68.6% | +35.0% | +33.6% | +57.5% |
| All | +79.9% | +197.4% | -117.4% | +51.4% |
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