+49.5%
EQT vs FN
+927.1%
-877.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.2% |
| 7D | -1.2% | +2.3% | -3.4% | -1.6% |
| 30D | +1.1% | -23.2% | +24.3% | +4.9% |
| 3M | +4.8% | -30.4% | +35.2% | +9.5% |
| 6M | -10.6% | -25.6% | +15.0% | -9.5% |
| YTD | +3.4% | -11.3% | +14.7% | -0.4% |
| 1Y | +8.7% | +8.4% | +0.3% | -0.7% |
| 3Y | +35.0% | +166.2% | -131.3% | -5.2% |
| 5Y | +204.2% | +290.3% | -86.1% | +85.6% |
| All | +49.5% | +927.1% | -877.5% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling