+889.2%
XLV vs EQT
+1,973.7%
-1,084.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -3.6% | -2.0% | -1.6% | -3.3% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | +7.8% | +5.9% | +1.9% | +6.8% |
| 6M | +9.1% | -14.8% | +23.9% | +11.3% |
| YTD | +7.7% | +1.8% | +6.0% | +7.0% |
| 1Y | +20.4% | +7.4% | +13.1% | +18.4% |
| 3Y | +30.8% | +33.6% | -2.9% | +22.3% |
| 5Y | +34.6% | +199.3% | -164.7% | +6.7% |
| 10Y | +173.4% | +50.0% | +123.4% | +121.7% |
| All | +889.2% | +1,973.7% | -1,084.5% | +434.0% |
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