+21.2%
XYZ vs EQT
-4.7%
+26.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +3.0% |
| 7D | -1.1% | +6.9% | -8.0% | +0.8% |
| 30D | +11.5% | +0.4% | +11.1% | +11.6% |
| 3M | +1.8% | -2.0% | +3.8% | +0.9% |
| 6M | +21.2% | -5.0% | +26.2% | +20.2% |
| All | +21.2% | -4.7% | +26.0% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling