+37.2%
EQT vs FGI
+12.3%
+24.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -0.6% |
| 7D | +3.4% | +13.5% | -10.1% | +3.4% |
| 30D | -3.5% | +17.1% | -20.6% | -3.6% |
| 3M | -2.8% | +78.0% | -80.9% | -3.2% |
| 6M | -5.5% | +46.4% | -52.0% | -5.9% |
| YTD | -1.1% | +47.7% | -48.9% | -2.0% |
| 1Y | -12.9% | +56.8% | -69.7% | -14.0% |
| All | +37.2% | +12.3% | +24.9% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling