+2,277.9%
EQT vs FDS
+8,778.1%
-6,500.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.2% |
| 7D | -2.0% | -8.8% | +6.8% | -0.1% |
| 30D | +1.0% | -1.4% | +2.4% | +1.2% |
| 3M | +4.0% | +13.9% | -9.9% | +0.3% |
| 6M | -11.7% | +27.4% | -39.1% | -17.7% |
| YTD | +2.8% | -2.5% | +5.3% | +1.2% |
| 1Y | +10.0% | -23.8% | +33.8% | +13.9% |
| 3Y | +34.1% | -32.5% | +66.6% | +41.6% |
| 5Y | +195.3% | -23.2% | +218.5% | +200.9% |
| 10Y | +51.6% | +76.4% | -24.8% | +25.1% |
| All | +2,277.9% | +8,778.1% | -6,500.1% | +1,229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling