-68.4%
XYZ vs EQT
+194.7%
-263.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -3.7% | -2.0% | -1.7% | -3.1% |
| 30D | +0.5% | +1.0% | -0.5% | +0.2% |
| 3M | +16.3% | +4.0% | +12.3% | +14.2% |
| 6M | +21.1% | -11.7% | +32.8% | +24.7% |
| YTD | +22.0% | +2.8% | +19.2% | +19.2% |
| 1Y | +5.2% | +10.0% | -4.8% | -0.2% |
| 3Y | +49.6% | +34.1% | +15.4% | +29.2% |
| 5Y | -68.4% | +195.3% | -263.7% | -77.2% |
| All | -68.4% | +194.7% | -263.1% | -77.2% |
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 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