+7.2%
XYZ vs EQT
+10.3%
-3.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -5.2% | -1.2% | -4.0% | -5.2% |
| 30D | 0.0% | +1.1% | -1.1% | 0.0% |
| 3M | +18.7% | +4.8% | +13.9% | +18.9% |
| 6M | +20.5% | -10.6% | +31.1% | +22.5% |
| YTD | +21.5% | +3.4% | +18.0% | +20.2% |
| 1Y | +7.2% | +8.7% | -1.5% | +10.9% |
| All | +7.2% | +10.3% | -3.1% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling