-4.9%
EQT vs FN
-25.7%
+20.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -3.1% |
| 7D | -6.6% | -7.0% | +0.4% | -6.5% |
| 30D | +2.7% | -24.7% | +27.5% | +3.0% |
| 3M | -0.2% | -35.7% | +35.5% | +0.3% |
| 6M | -10.6% | -52.4% | +41.8% | -9.2% |
| YTD | -1.2% | -25.0% | +23.8% | -3.0% |
| 1Y | -4.9% | -25.7% | +20.8% | -7.0% |
| All | -4.9% | -25.7% | +20.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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