+135.9%
XLU vs EQT
+50.4%
+85.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.4% |
| 30D | -3.3% | 0.0% | -3.3% | -3.3% |
| 3M | -3.2% | +5.9% | -9.1% | -3.7% |
| 6M | -7.0% | -14.8% | +7.8% | -5.9% |
| YTD | +0.6% | +1.8% | -1.1% | +0.3% |
| 1Y | +2.4% | +7.4% | -4.9% | +1.5% |
| 3Y | +46.3% | +33.6% | +12.6% | +41.6% |
| 5Y | +44.0% | +199.3% | -155.4% | +31.1% |
| All | +135.9% | +50.4% | +85.5% | +106.2% |
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