+1,096.1%
XLY vs EQT
+2,007.9%
-911.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.9% | -1.2% | -2.7% | -3.6% |
| 30D | -6.1% | +1.1% | -7.2% | -6.3% |
| 3M | -1.2% | +4.8% | -5.9% | -2.3% |
| 6M | -1.8% | -10.6% | +8.8% | -0.1% |
| YTD | -5.9% | +3.4% | -9.3% | -7.3% |
| 1Y | -3.1% | +8.7% | -11.8% | -5.8% |
| 3Y | +36.0% | +35.0% | +1.0% | +23.6% |
| 5Y | +27.6% | +204.2% | -176.7% | -6.9% |
| 10Y | +216.8% | +52.5% | +164.3% | +141.0% |
| All | +1,096.1% | +2,007.9% | -911.8% | +391.5% |
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