+157.9%
EQX vs FDS
-36.6%
+194.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.8% | +0.8% | -4.9% |
| 7D | -7.0% | -16.0% | +9.0% | -6.5% |
| 30D | +4.8% | -6.7% | +11.6% | +5.2% |
| 3M | +25.6% | +6.0% | +19.7% | +25.4% |
| 6M | -25.8% | +25.1% | -50.9% | -26.7% |
| YTD | -12.7% | -8.1% | -4.6% | -12.2% |
| 1Y | +14.1% | -26.0% | +40.1% | +19.1% |
| All | +157.9% | -36.6% | +194.5% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling