+191.9%
EQT vs FGI
-69.1%
+261.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | +4.0% | +31.0% | -27.0% | +3.2% |
| 6M | -11.7% | +126.8% | -138.5% | -14.3% |
| YTD | +2.8% | +35.6% | -32.8% | +0.8% |
| 1Y | +10.0% | +108.9% | -98.9% | +4.4% |
| 3Y | +34.1% | -0.3% | +34.4% | +28.2% |
| All | +191.9% | -69.1% | +261.0% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling