+194.3%
EQT vs FN
+2,895.3%
-2,700.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +1.9% |
| 7D | +6.9% | +0.3% | +6.6% | +6.6% |
| 30D | +0.4% | -16.5% | +17.0% | +2.2% |
| 3M | -2.0% | -42.1% | +40.1% | +4.4% |
| 6M | -5.0% | -52.9% | +47.9% | +3.1% |
| YTD | -0.3% | -28.0% | +27.7% | -1.3% |
| 1Y | -11.3% | -18.5% | +7.2% | -14.4% |
| 3Y | +38.3% | +93.9% | -55.5% | +9.4% |
| 5Y | +166.4% | +170.5% | -4.1% | +92.8% |
| 10Y | +62.2% | +704.1% | -641.9% | -5.1% |
| All | +194.3% | +2,895.3% | -2,700.9% | +42.1% |
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