+193.7%
EQT vs FGI
-66.2%
+259.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.4% | -8.8% | +0.5% |
| 7D | -1.2% | +22.8% | -24.0% | -1.4% |
| 30D | +1.1% | +85.9% | -84.8% | -0.1% |
| 3M | +4.8% | +32.4% | -27.6% | +4.0% |
| 6M | -10.6% | +106.3% | -116.9% | -12.9% |
| YTD | +3.4% | +48.4% | -45.0% | +1.3% |
| 1Y | +8.7% | +116.4% | -107.7% | +3.3% |
| 3Y | +35.0% | +9.2% | +25.8% | +28.8% |
| All | +193.7% | -66.2% | +259.8% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling