+72.2%
EQX vs FDS
-29.0%
+101.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.8% |
| 7D | -3.2% | -14.0% | +10.8% | -1.0% |
| 30D | +7.8% | -6.2% | +14.0% | +8.9% |
| 3M | +21.3% | +10.2% | +11.2% | +19.0% |
| 6M | -22.4% | +27.4% | -49.9% | -26.8% |
| YTD | -11.3% | -9.3% | -2.1% | -10.1% |
| 1Y | +13.5% | -28.6% | +42.2% | +23.5% |
| 3Y | +162.1% | -36.8% | +199.0% | +189.9% |
| All | +72.2% | -29.0% | +101.2% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling