+1,084.6%
XLI vs EQT
+2,007.9%
-923.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -8.2% | +1.1% | -9.2% | -8.4% |
| 3M | +0.8% | +4.8% | -4.0% | -0.6% |
| 6M | +0.8% | -10.6% | +11.4% | +2.8% |
| YTD | +10.5% | +3.4% | +7.1% | +8.7% |
| 1Y | +14.1% | +8.7% | +5.5% | +10.6% |
| 3Y | +68.6% | +35.0% | +33.6% | +51.6% |
| 5Y | +80.4% | +204.2% | -123.9% | +26.3% |
| 10Y | +254.6% | +52.5% | +202.2% | +158.6% |
| All | +1,084.6% | +2,007.9% | -923.2% | +286.5% |
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