+117.5%
XLK vs EQT
+34.2%
+83.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | -0.5% | +1.1% | -1.6% | -0.7% |
| 3M | +5.0% | +4.8% | +0.2% | +4.0% |
| 6M | +32.9% | -10.6% | +43.4% | +35.1% |
| YTD | +29.0% | +3.4% | +25.5% | +27.2% |
| 1Y | +37.8% | +8.7% | +29.2% | +34.1% |
| All | +117.5% | +34.2% | +83.4% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling