-11.3%
EQT vs FN
-25.5%
+14.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +0.9% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +0.4% | -16.5% | +17.0% | +0.6% |
| 3M | -2.0% | -42.1% | +40.1% | -1.3% |
| 6M | -5.0% | -52.9% | +47.9% | -3.4% |
| YTD | -0.3% | -28.0% | +27.7% | -2.9% |
| 1Y | -11.3% | -18.5% | +7.2% | -15.6% |
| All | -11.3% | -25.5% | +14.2% | -15.6% |
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