+195.6%
EQT vs FDS
-28.1%
+223.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +1.6% |
| 7D | -1.2% | -16.0% | +14.8% | +1.7% |
| 30D | +1.1% | -6.7% | +7.8% | +2.1% |
| 3M | +4.8% | +6.0% | -1.2% | +2.9% |
| 6M | -10.6% | +25.1% | -35.7% | -15.8% |
| YTD | +3.4% | -8.1% | +11.6% | +5.3% |
| 1Y | +8.7% | -26.0% | +34.7% | +17.4% |
| 3Y | +35.0% | -36.4% | +71.4% | +50.2% |
| All | +195.6% | -28.1% | +223.7% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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