-11.3%
EQT vs FGI
+17.8%
-29.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -25.2% | +26.0% | +0.6% |
| 7D | +6.9% | -14.4% | +21.3% | +6.8% |
| 30D | +0.4% | -11.8% | +12.2% | +0.4% |
| 3M | -2.0% | -46.2% | +44.2% | -2.5% |
| 6M | -5.0% | +5.2% | -10.2% | -4.2% |
| YTD | -0.3% | +10.5% | -10.8% | +2.0% |
| 1Y | -11.3% | +25.5% | -36.8% | -10.8% |
| All | -11.3% | +17.8% | -29.1% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling