+43.3%
XLP vs EQT
+187.4%
-144.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.4% |
| 7D | -0.5% | +0.3% | -0.9% | -0.6% |
| 30D | +8.3% | -0.7% | +9.0% | +8.3% |
| 3M | +8.7% | -2.8% | +11.5% | +8.8% |
| 6M | +11.2% | -6.1% | +17.3% | +11.4% |
| YTD | +20.0% | -0.5% | +20.5% | +19.8% |
| 1Y | +21.3% | -12.1% | +33.5% | +21.9% |
| 3Y | +43.8% | +40.4% | +3.5% | +39.1% |
| 5Y | +43.3% | +167.8% | -124.4% | +28.6% |
| All | +43.3% | +187.4% | -144.1% | +28.6% |
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 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