+102.4%
XLP vs EQT
+52.9%
+49.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -2.5% | -1.2% | -1.4% | -2.5% |
| 30D | -1.9% | +1.1% | -3.0% | -2.0% |
| 3M | -2.1% | +4.8% | -6.9% | -2.5% |
| 6M | -1.8% | -10.6% | +8.7% | -1.3% |
| YTD | +8.3% | +3.4% | +4.9% | +7.9% |
| 1Y | +6.8% | +8.7% | -1.8% | +5.9% |
| 3Y | +25.7% | +35.0% | -9.2% | +21.8% |
| 5Y | +31.9% | +204.2% | -172.3% | +18.7% |
| All | +102.4% | +52.9% | +49.6% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling