+206.5%
EQT vs FN
+3,620.5%
-3,414.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | +7.7% | -22.0% | +29.7% | +11.0% |
| 3M | +0.2% | -43.0% | +43.2% | +7.5% |
| 6M | -9.5% | -27.7% | +18.3% | -8.0% |
| YTD | +3.8% | -10.5% | +14.4% | +0.9% |
| 1Y | +7.8% | +12.5% | -4.7% | -0.2% |
| 3Y | +30.1% | +153.8% | -123.7% | -0.1% |
| 5Y | +188.6% | +288.0% | -99.4% | +99.7% |
| 10Y | +54.6% | +906.4% | -851.8% | -11.5% |
| All | +206.5% | +3,620.5% | -3,414.0% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling