+35.0%
EQT vs FGI
-1.2%
+36.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.0% | +14.7% | -16.7% | -2.1% |
| 30D | +1.0% | +67.0% | -65.9% | +0.6% |
| 3M | +4.0% | +31.0% | -27.0% | +3.8% |
| 6M | -11.7% | +126.8% | -138.5% | -13.0% |
| YTD | +2.8% | +35.6% | -32.8% | +2.0% |
| 1Y | +10.0% | +108.9% | -98.9% | +7.0% |
| All | +35.0% | -1.2% | +36.2% | +32.9% |
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