+251.1%
EQX vs FDS
+53.7%
+197.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.2% |
| 7D | +1.7% | -8.8% | +10.5% | +3.2% |
| 30D | +11.1% | -1.4% | +12.5% | +11.3% |
| 3M | +23.1% | +13.9% | +9.2% | +19.9% |
| 6M | -21.8% | +27.4% | -49.2% | -26.0% |
| YTD | -8.1% | -2.5% | -5.6% | -8.6% |
| 1Y | +29.7% | -23.8% | +53.5% | +35.8% |
| 3Y | +179.9% | -32.5% | +212.4% | +198.6% |
| 5Y | +82.5% | -23.2% | +105.7% | +89.3% |
| All | +251.1% | +53.7% | +197.4% | +488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling