+512.9%
XYZ vs EQT
+84.7%
+428.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | +1.4% | +6.6% | -5.2% | +0.1% |
| 3M | +14.6% | +4.4% | +10.2% | +13.2% |
| 6M | +20.8% | -10.5% | +31.3% | +22.6% |
| YTD | +23.1% | +3.7% | +19.3% | +21.2% |
| 1Y | +5.6% | +9.9% | -4.2% | +2.6% |
| 3Y | +50.9% | +35.4% | +15.6% | +39.1% |
| 5Y | -68.6% | +189.2% | -257.7% | -74.4% |
| 10Y | +580.0% | +50.7% | +529.3% | +444.5% |
| All | +512.9% | +84.7% | +428.1% | +381.6% |
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