+529.4%
XYZ vs EQT
+76.0%
+453.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -2.1% | +3.4% | -5.6% | -2.8% |
| 30D | +7.0% | -3.5% | +10.5% | +7.5% |
| 3M | +5.1% | -2.8% | +7.9% | +5.4% |
| 6M | +14.1% | -5.5% | +19.6% | +14.5% |
| YTD | +26.4% | -1.1% | +27.5% | +25.3% |
| 1Y | +25.1% | -12.9% | +38.0% | +27.1% |
| 3Y | +59.7% | +39.5% | +20.2% | +46.2% |
| 5Y | -63.8% | +164.1% | -227.9% | -70.0% |
| 10Y | +592.4% | +60.8% | +531.6% | +450.4% |
| All | +529.4% | +76.0% | +453.3% | +397.9% |
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 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